You don't pick the tickets up at a "Ctrip office." You pick them up at the ticket office in a train station. Initially, many stations had a separate window for picking up tickets, but now you can pick them up at any window selling tickets. No reason to say anything: just hand your passport over with a slip of paper on which you've written the confirmation number you received. If picking up tickets for more than yourself, you'll need the passports of the others, too.

Yes, you can pick the tickets up at any train station ticket office, but you'll pay a 5RMB service charge per ticket if you pick the tickets up at a station other than Wuyi Shan.