Key exchanges are done in person and at whatever location the owner and renter have previously agreed on. During the key exchange, both parties will need to sign the rental agreement form. The owner will then check- for security purposes- the renter's driving licence, and that the name on the credit card matches the one on the licence.
Some owners offer delivery of their car to your specific location for free or for a specified amount. You can see if owners are offering delivery and for how much by looking at their profile pages. If they offer delivery, you'll find that information between the "About the Car" and "Mileage Limits" sections. Note: Not all owners offer delivery, but you can always message them, kindly ask if that's something they're willing to do, and try and reach an agreement from there.