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Look at your confirmation and see what it says for type of service.

If they have you set up so you can just go and get the car (and they offer that at your pick up location) it will say something like

Service Type: Service: Gold Canopy

you can just go to the gold area, see your name on the board, get into the car at your spot (make sure to check contract details and walk around the car to check for any damage) and drive out to the gate. At the gate you will show your license and be on your way.

If it says something like Gold Counter for service type, you need to go to the counter. Your first rental has to be at the counter, after that they will be much faster. Since this if your first rental you will need to go to the counter, if they have a gold counter go there instead of the regular one.