Hi Anthony,
when I scheduled my exam at the testing center, I received the same e-mail Mike mentioned, sent by This email address is being protected from spambots. You need JavaScript enabled to view it., subject: "Confirmation of your PMI exam appointment with Pearson VUE". I can't remember how much time after I scheduled the exam on the website.
If everything looks fine in your PMI and PearsonVUE webpages, I would try to print a confirmation from there, and contact PMI/PearsonVUE to check whether you are all set with that, or they may resend you the confirmation e-mail.
Good luck on your exam!
Gabriella