It must be shipped to your FFL. You tell them who it's going to be. Preferably, they should have it on file before you call. You can call and ask if the FFL is already on file. If not, they might let you order it and just make sure your FFL sends in the information before the 2-3 week processing backlog, so they can have that before they process your order.
If in doubt, just have your FFL fax their info in before you call.