i want to buy a ticket but i want to know to expect, after i give them my information what will happen? will they mail me the ticket or what? It's quite simple. Most tickets are electronic and exist only as a record in the airline's computer. There is no ticket to send you. You can specify a paper ticket if the airline allows them, but most airlines charge extra for it plus the website will charge you a shipping fee. Don't bother - just take the electronic ticket. It's far more convenient since there is nothing to forget or lose.
They will e-mail you a confirmation that contains your flight information and also acts as your receipt for payment. This is NOT a ticket as many people who answer on this website claim.
Just check in at the airline's website the day before you leave. Or, you can still check-in at the airport if you prefer. (You have to stand in line at the airport if it is an international flight because curbside luggage check is not allowed in the US for international departures.) Just show your confirmation or tell the airline agent your departure flight number and name. They'll take it from there.