I've always received a confirmation in the mail when booking room only. That's reserving through Disney by phone. I think some get email confirmation, maybe if booked online.
A package can be small (room + tickets) or include air, car, etc. It's good to know that because there are times when you can get certain perks with a package that you can't get with room alone. This would be true, for instance, if going through
AAA. I booked a room and meal vouchers for the princess dinner and that constituted a package, which got us some discounts in DTD and free parking. On the other hand, booking the room directly through the hotel allows you to pay when you check out (other than the first night's lodging), whereas with a package you have to pay it all 30 days ahead or something like that.
Also, as you mentioned, you can reserve your tickets through the front desk when you book a room at a resort hotel. This is handy if you want the 3 for 5or if you want the discount price for reserving ahead, which is not available at the gate. You have to pay for the tickets when you check in and the hotel when you check out.
ETA: Actually, I'm not sure about the tickets...you may be allowed to pay for them when you check out. I ended up not getting our tickets that I'd reserved because we all got the Costco APs instead.