Yes, they will come right to your door! One of the great things about ordering online. You will find your wonderful new Ultrasabers waiting on your doorstep one day, and rejoice
They have 2-3 weeks on the site to ensure that people aren't bugging them all the time about their orders - it can take more or less depending on the situation. I would guess since they're at Dragoncon there will be a lag. Regardless, you will have your sabers soon enough.
Oh and UPS is United Parcel Service - they will be the ones delivering the sabers to you.