The membership itself is a digital subscription that goes into effect automatically at the time of purchase.
It is associated with the email address used to place the order. You do not need to wait to receive anything in the mail in order to enjoy the benefits of membership.
If your membership came with physical items, those will ship to you in the time frame listed in the item description at the time of purchase. Since many memberships are "pre orders" (item's haven't been manufactured yet), it can be several weeks from the time you order the membership to the time that the items are scheduled to ship.