Depending on where you are, I think England have moved over to doing stuff electronically more as well.
It will still be the case that the seller completes the movement document, then when you get home you have to notify the relevant people (SAMU in Scotland, either by sending the white sheet back by post, or I prefer scan and email) as stated at the bottom of the movement document.
Then you have to amend your holding register with the movement, giving you an updated total of sheep, or if they are your first sheep, then you will have your first entry! You should have been sent a holding register with your CPH/flock number, but you can download electronic versions, or even make your own based on the required data.
As I have goats, pigs and sheep, I have an Excel version with a page for each to save a million different ones!
Enjoy your sheep when they come!