Call the CIC Call Centre, they'll get your information and relay that to the CIC office nearest to you. The local office will then contact you (phone/e-mail, I was told usually e-mail) to set up an appointment. I was told that this usually takes 2 weeks (not sure how long after that the appointment will be).
I just received my passport with the visa and COPR back yesterday. Will be heading to Rainbow Bridge today for landing. I'm bringing my passport, COPR, PGWP, BOWP application proof, proof of funds (from a few months back that was submitted for EE), recent pay slips and proof of employment (again, from a few months back for EE). I hope this will be more than sufficient. A number of people mentioned they only needed the passport, COPR and proof of funds. Not sure if any difference for PNP.