If you haven't received them yet, you should receive SA and AIP letters. Then DM letter (for the PA only). And finally the landing appointment letter. But many people did not get the DM letter, or got it way after it was indicated DM in ECAS. So, I just wanted to tell you, don't worry if you don't receive a DM letter; the fact that you see DM on both side on ECAS means they have finished to process your application.
Now, your local office will send the PA a landing appointment letter; sometimes the sponsor also receive the letter, but not always. That letter will tell you the date, time, location of your appointment and will tell you to bring photos (for the PR card), your passport, all immigration documents (like work permit, study permit, because they become void when you land as PR),... That invitation letter will normally come in 1 to 8 weeks after you see DM on both sides on ECAS. Montreal and Etobicoke were the slowest (also the busiest offices in Canada). So depending on your location, the letter may arrive sooner or later...