I've just recently tried it for the 1st time myself. You get a page on the Delta Skymiles Marketplace after confirming the transaction, with the following info:

Confirmation: 9529xxx Supplier confirmation: xxxF111581
Check-in Fri 04/30/10 Check-out Sun 05/02/10 Nights: 2
Room type: Double Room
Occupants: 2 Adults
Name
Address

Hotel Address


I followed up by emailing the hotel in Milan to ask some other questions regarding best transport from MXP to the hotel, and about some attraction tickets in the area, and they replied back quickly, and in the process confirmed my reservations. No idea how the actual check-in will go !