When you are staying at a WDW resort and are also purchasing tickets through Disney, those tickets will be encoded onto your room keys. Each person on your reservation will have their own room key, with their name on it. In your case, each person's individual park tickets will also be on that same key. If you choose to set up a room charge, THAT will be on your keys, too (but you don't have to allow every key to access the room charge privilege). And if you are using the
DIsney Dining Plan, your dining credits will be on that card, as well.
So in other words, you won't be receiving tickets in the mail.