Stew,
As an example, when I arrived at Colmar this summer in the middle of the afternoon ( coming in from Basel Switzerland on P2P tickets purchased that very morning at the Swiss rail counter), as soon as my train arrived at the station I went directly to the ticket counter to pick up the pre-booked TGV tickets for my next train out in 2 days. The ticket counter had two agents open, one of which even had a small sign for "pick up of pre-booked tickets". As the others have said, hand them the printed emailed reservation number/confirmation and that same credit card you used for the online transaction, and 2 minutes later you have your tickets. The agents are very used to it and it's all perfectly routine.
By taking care of it when I had plenty of time and lines were short, I avoided that peak time rush or any added stress on the morning of my departure.