They are delivered in two ways, by email and to your Paradox Games menu. So please check your email spam quarantine, and also here:
https://accounts.paradoxplaza.com/games
Click on Manage for the relevant game, the key should be visible in there.
IF NOT though, make a support ticket at paradox.zendesk.com . Please provide the following information in your ticket so we can help you as quickly as possible:
- Order #
- Game
- Screenshot of receipt