You need to show your travel document (passport) also.
There will be a short, easy interview. They will ask you if you are sick, been charged with a crime, if any change was been made to your family status since the application (had a baby, got divorced/separated, got married, etc). Some other simple questions that I can't remember. Nothing to prepare, simply answer the questions. But answer honestly. If you lie to these questions you have committed misrepresentation and they can revoke your PR and bar you from entering Canada.
The process is this - you show your COPR to immigration official and say you want to immigrate to Canada. They will then take you to a separate area where another official will ask for passport, COPR and interview you. They will ask you for your address in Canada (this address is used to mail your PR card to you). Then both you and the officer sign both copies of COPR and the officer takes the one with your picture and you keep the other. That is pretty much it from what I remember.