Like Debbie said - if you added them to your room reservation, they will be put onto your room key and picked up at check in.
If you bought them seperately, look at your receipt. If there's a $3 shipping charge, you will get them in the mail. If there's no seperate line item, you purchased them will-call.
If you purchased them on the phone, go to disneyworld.com, and recreate your order. Go through the process as if you were going to purchase. When you get to the screen where you put in your CC information, the total will be there. Right below the total it will ask for your departure date. Enter that and it will give you delivery options. Select will call. If the total matches what you paid, you ordered them will-call. If what you paid is $3 more, they're going to be sent to you.
Once you GET them (if they're being shipped to you), you can now have them encoded onto your room key if you're staying at a Disney resort.