Borderlands 3 come with its own in-game mailbox. This mailbox is used to deliver loot to you from outside sources, so this is where you will find things like preorder bonus items, golden keys from promotions, Delux owner bonus items and things like that. A lot of players are having problems finding this in-game mailbox though, because they look in the wrong place. The thing is, the mailbox is not physically in the game. It's located in the menus. You need to pause the game and open the "Social" submenu. At the top of this, there will be an icon of an envelope. This indicates that you have unread mail, so click on it to open it up.
When you open the mail, you can see everything that has been sent to you, including preorder bonus items and stuff like that. You can choose to transfer it from the mailbox to your inventory at any time you like, but you can also chose to keep it in the mailbox until you want to pick it up. This is useful if you want to wait until you are in the bank or something like that before transferring it.
You should check your in-game mailbox in Borderlands 3 pretty often, because Gearbox does apparently enjoy sending out free stuff every once in a while. So check it out to make sure you don't miss any Gold Keys or promotional skins.