We've bought ours online and had them delivered. You're told to collect a voucher/ticket from one of the lift offices before visiting Deux Alpes. I did so and was told (at 2 separate lift offices in Oz en Oisans and Alpe d'Huez) that this wasn't necessary, that the lift pass would work (and if not that the confirmation of our payment was enough).

We visited Deux Alpes in 2018 and 2019 from Oz and: a) the lift passes don't work there, you have to pick up a Deux Alpes pass, b) they wanted a voucher!

This entailed a long wait at the lift office at Les Deux Alpes while they called Oz to confirm our eligibility, even after we showed the online confirmation of purchase. They eventually supplied us with passes, somewhat begrudgingly and with a mild telling off for not having the correct documents.

It might be easier if you buy the passes directly from the station in Oz, but in either case, I would recommend you bring the receipt and some identification with you if using them in Deux Alpes.