Before you're able to take possession of your firearm from your dealer you'll be required to pass a background check. This is a fairly simple process. You'll fill out the below form and your dealer will call the information in to FBI NICS. Typically, while your dealer is on the phone he'll receive one of the following responses - approved, delayed, or denied. Please check your state and local regulations as well, several states/locals have additional requirements.
Link to ATF 4473