It's my first time using the program i ran the payroll last monday when i finished it said the pay check is on its way quickbooks send the check by mail ?

Hi, beto342.

In QuickBooks Online, once you created the paycheck and able to turned on the email settings it will automatically send it to receiver's email or how you set it up. 
 

In addition, here's an article you can read to learn more about how you can access your paychecks online: QuickBooks Workforce - Access your Paychecks and W-2’s Online.

I've got a link here that provides you with articles about managing your payroll: Pay employees, enter timesheets, and send payroll forms.

Keep me posted if you need a hand with paychecks or any QBO related. I'll be here to help. Take care always.