At the moment of purchasing the tickets you must have received an e-mail confirmation. On the e-mail it tells you that if by one week prior to the concert you still haven't received your tickets, then you should contact them to find why you haven't received your tickets yet.
They might probably ask you to print the e-mail invoice of your ticket purchase, and bring the credit card you used to buy the tickets to the box-office of the venue.
I bought two sets of tickets for the LA concert (for family and friends). The less expensive tickets came by mail about three weeks ago, and the VIP tickets arrived today (11 October) by special delivery.