How do I get my boarding pass for a flight after ordering it over the phone?

I booked a flight on Delta over the phone a month back and I leave in a few days but I don't have my boarding pass for the flights. This will be my first time flying commercially and I thought they would mail me my tickets. I went to Delta's website to see if I could print them off there but didn't find anything. Do I just go to the keosk (sp?) at the airport and print them off there? I have my confirmation number and I know my flight schedule, I'm just not sure how to get my tickets!