You'll get the COPR when they send you your passport back, you have to have it with you when landing.
At the border during the landing formalities, the officer with sign and/or stamp the COPR (there were a couple cases when they forgot to do that, make sure they don't). This is the document confirming your PR status, you should keep it in a safe place.
The PR card will be ordered automatically, they'll ask for an address in Canada to which they can mail it.
You can leave Canada before getting the PR card, but you won't be able to travel back as the immigration visa in your passport is single entry. You'll have to ask someone to get your PR card and then mail it to your location, or have a PRTD issued (the latter is believed to be a safer option).
Alas, I don't know what the visa says as I haven't gotten a PPR yet