At the point of entry you have to show your passport and original COPR. Answer the few questions asked by the CBSA regarding your goods,complete the B4 form if you have unaccompanied items. Then complete the immigration formalities with the officer. Get your baggages and you are a landed immigrant. Your PR card will arrive in your mail box after 6 to 8 weeks time. Meanwhile you can go to the Service Canada and get the SIN.
For more elaborated explanation see the post of Quorax:
http://www.canadavisa.com/canada-immigration-discussion-board/-t36735.0.html