I have previously booked tickets online for various US based tours and excursions.
What normally happens with such things is that when you go to collect the tickets (they should send you an e-mail confirmation after you've paid for the tickets) you should bring with you your credit card used to pay with them along with some photo id (like your passport). Its normally quite a painless process and they hand over the paper tickets at the stage.
You would collect the actual tickets in the US when the tour starts.
If you only want to go to the Magnolia Bakery you'd be better off making your own way there (and staying longer there too; think that stop on the tour is short). Buy a detailed map of Manhattan and plan your own route!.
It is good fun if you are a fan. Usually mainly women, with a couple of guys who have been dragged along. Starts at Plaza hotel, then visits landmarks Barneys, Jimmy Choo, etc. You stop at Patricia Field's shop and also the Rampant Rabbit shop (can't remember name). Also you get to drink in Steve's bar. You go to the magnolia bakery and can also get a photo on Carrie's stoop. SJP does live nearby so if you are lucky and see her she does sometimes stop for a chat. It is not a tour of the seven wonders of the world but for a SATC fan it is a great way to spend a morning in NY.