Well done getting the job!
If you have anything printed out from the online thing, such as a Health and Safety certificate (idk where you are from so idk if you will have anything) then go in, and hand it in to the store.
With Orientations, they will generally wait till there are a few new people so they can process you all at the same time. When I applied, after getting an email saying I had the job, it took well over a month, closer to two months before I had my orientation. That didn't REALLY bug me, but what did was that there were people at the table, who had applied a week ago.
Now, if you are at all concerned, don't hesitate in phoning the store. You new, you have no experience of how they actually work, so it's completely understandable if you have questions. And if they don't answer the phone, just keep phoning.
(That's another thing that bugs me, the first time I tried to call in sick, the phone rang and rang and rang, phoned 4 times and it kept ringing for a good few minutes, so I gave up and just didn't go in, the next day they were not best pleased because I hadn't informed them at least 2 hours before!)