It just means you should have legal status i.e. work permit, study permit or visitor visa/record and bring it with you when you 'land' at the local CIC office. Do not sign the confirmation of permanent residence (COPR) document when you receive it - it has to be done in the presence of the CIC officer when you 'land'.
As for process, when you book the appointment through the call centre, you will receive an appt. letter by mail from the inland office where you will do your landing - bring this letter with you. There will be a few CIC officers with booths(for some privacy) - they call out names you go to the booth, answer a few questions and if no issues arise, they sign your COPR and you became PR.
Note that if you are visa-exempt to Canada, you have to wait for your PR card before you can apply for a new social insurance number(SIN). On the other hand, applicants who need a visa to visit Canada will have an immigrant visa stamped in their passport and can use this along with the COPR to obtain a new SIN right away.