Good question, especially since I did the same thing.
I ordered through Apple and it said trade-in instructions would be emailed. It also said your phone needed to power on, and basically be in working order and no cracks etc.
Last year I upgraded in-store with AT&T and took advantage of the $200 trade-in for any iPhone as long as it powered on, worked and no cracks. I only had the phone, didn't even bring the box and they took it as is. When my new phone delivers to me I plan on turning in my current iPhone from the next program in-store. I'm hoping to not have to mail anything to AT&T.