Yes, you do, and if it's done online you get it nearly immediately. But if booked offline then it may take weeks to be ticketed and the email can get overlooked. So always check a few days before departure.

The Subject line starts "BA e-ticket receipt" followed by the booking reference and flight airports, so I just search for " DUS-LHR" or whatever. It's similar to the receipt for revenue bookings except there is a line under Payment Information stating "Avios points debited". Seems the same whether BA, oneworld or Partner airline.