Once you get the call, email, text from the title company, the escrow company or your agent the house is officially yours! Now you just need to get the keys or feel free to break your own door. Your agent will coordinate with the seller's agent on how to get you all of the copies of the keys and the garage door. You will probably want to change all the locks anyways, so as long as you get one key which could be the one in the lock box, you should be good to go.
Within a day or two of recording the listing (seller's) agent will send someone to remove the for sale sign and the lock box. If you can't wait a day or two, you can contact the agent and ask to have them removed right away but usually the agent's office has someone that will pass by and do so.