They will deliver it to your site. It varies whether they will deliver it to an empty site if you are not there. The couple times I've done DME and tent camped, it's been a late arrival for me, so I was at my site when they dropped my stuff.
If you arrive in the morning, go into the check-in desk and get all your paperwork done, then drop your carryon luggage and head to the parks. Later that afternoon, go over to your site. If your stuff is there, great, then set up. If it is NOT there, then go to the nearest comfort station and call. If they have your stuff, they will bring it to you in a van.
