You choose a local FFL and pay their fee if any.

The question looks like a two part question. If the the shockwave has not shipped yet, the company might need FFL information. If you have an FFL, it should ship to the address you put on your FFL application. If you don't have an FFL, then it will need to be shipped to an FFL (location) you provide the seller.

Needs to ship to gun dealer near you, a lot of pawn shops are FFL. Call around for what their fee is (usually 10-20 bucks for me in Florida)
You can buy accessories to have shipped to your home.
You can buy a ar15 upper and have shipped to your home.
I have shockwave and I love it. I use 2-1/2”, 3” also have the adapter and shoot minis. I also aim it at eye level with anything but 3” magnum loads. Pretty accurate. Test firing at a lower position before holding up near face so you know what you are dealing with.

If you are a FFL, can go to your house just like the Popa Johns pizza !

Most definitely need to go through FFL dealer. Fairly easy process.

Do you have an ffl? If you are an online gun shop I would think you would have to have one. I would contact atf to clear up any questions. What they may not know about local laws they can recommend who to contact.

All firearms must be sent to an FFL dealer. You can choose what FFL dealer in your area to send it to. You may need to contact your FFL dealer before you purchase your firearm to have them send their info to the online dealer.

It is sent to the FFL of your choice. Most FFL's have a low fee for this. The firearm is sent to the FFL where you will pick it up.

Has to go to a ffl