When I picked mine up I got it from the Advance Ticket area (you can get it from the annual pass building too, I recommend getting it there, shorter queues and you get a better photo). I took a print out of the email and my Oyster card, anything with your name and photo is good I think. If you queue with them in the Advance Ticket line then you'll be able to both get what you need there. Once you've queued all that happens is they confirm your identity with the ID you provide, take your photo with a webcam and print it (which only takes a few seconds.)
Some of this might have changed since I got mine last year, queue was short when I went but I think it was a weekday and not during school holidays