The car can spend up to 2 weeks at BMW's pre-delivery yard, depending if there is any shipping damage to fix, or trim parts to change over - sometimes they will change the entire interior trim over if they had one with cream interior say, and you ordered black.
After the BMW check over etc, it will go to your dealer, who should ring you straight away to let you know it has arrived and is to go through the dealer delivery process.
This is the worst part of the wait, so near, yet so far away. It drove me insane at the time...
'05 E90 325i 6sp Man SG 118,032km on the odo (retired) | '06 E90 325i Step SG 121,021km on the odo (retired)
'08 E90 325i LCI Step SG 130,024km on the odo (retired)
'13 D30 328i M-Sport Step | Estoril Blue | Black/Aluminimum | Pro Nav | Xenon HBA | Lane Change Assist 1,760km on the odo