Assuming you passed the background check and were approved, you'll receive a letter from the OSBI advising you to check with your sheriff's office in the next few days. My letter was dated August 15 and I received it on August 31, by which time the Oklahoma County sheriff had the card.
If you get a letter make sure you call before you go all the way to the SO. The letter may get to your house before the license makes it to the SO and you'll drive up there for nothing.