You can choose how you obtain tickets bought online. The options are:
posted to you (please allow up to 5 working days for delivery):
couriered to you (some websites offer this option and will request a charge for next day delivery);
you can pick them up at a self-service ticket vending machine at the station;
you can collect at the station ticket office.
If you want to start your journey by bus (using your PLUSBUS ticket) then you must be in possession of your tickets, so get them by post, by courier or collect them in advance from a station.