Do you buy them and then...are they sent to you via mail or what do you do?
In both cases, I bought the tickets only a few days before the show. They were emailed to me immediately and I printed them. When I went to the venue and presented the tickets, they were scanned and I got in just fine.
Do you buy them and then...are they sent to you via mail or what do you do?
It depends whether it's e-tickets or paper tickets. E-tickets will be sent to you for download almost immediately, paper tickets will be sent to you via courier. However, if it is too close to the event only e-tickets will be available.