When you pre-order keys, you should immediately receive an email with an order ID and a receipt, along with a receipt from whatever platform you purchased with.
The key will not immediately be sent upon pre-order. It will be delivered to you as soon as the game is released. Sometimes the system gets a little backed up due to the number of pre-orders, so it's possible it may not be delivered immediately upon release. Your key should be delivered within the hour. If not, shoot an email over to help(at)nexus(dot)gg or submit a ticket via the contact form and a support agent will help sort things out ASAP.