CIC sends approval either by email ( then you get it right away) or by snail mail - takes a couple of days to reach you. So - if you're approved, no need to worry. Your file will be transferred in the next week most likely, and then it's more waiting.
it's too early to call. Imagine: if every applicant calls within 2 weeks of sending their application, it becomes unmanageable. You should only call if the CIC website says that they are working past the date your application was received. Here is the link http://www.cic.gc.ca/english/information/times/perm-fc.asp
it changes every wednesday/thursday morning. As long as it doesn't say 2nd May ( or whenever your application was received), there is no reason to call.
AOR is by email. Sponsor approval is either by email, or snail mail. AOR is not systematic, some people get one, others don't. For now, you can only know that they have received your application if you used a tracking number when you sent it.
If you get an AOR, you will have a file number that you can use online on ecas. If not, then you will get the file number with the sponsor approval.
Sweden