For me it was about 2 days between the shipping label being created and the biked being picked up from Phoenix. Label was created 06/04 and it's on a truck for delivery today.
As usual check you spam folders or you can check your order page from the link in the original email. If it is still not there then it's just a matter of waiting.
Has anyone who preordered in May for June heard anything yet? From reading this forum it seems the time from order to delivery varies from 4 to 8 weeks. I ordered a white bike so I hope this doesn't affect the delivery times too much.