Usually you will receive your W-2 form around the end of each month as the company has to provide you with one by law before the month ends. The most common method for them to use to deliver it is by mail. So it is best if you wait until the end of the month you are in before you start worrying about where you can find it. Waiting a couple of days after the end of the month might also be a good option if you wait just a few more days to see if there has been a delay in the post, it does happen. If you are still at the same address as you were when you began working then you should receive your W-2 form no problem. If you have moved then you will need to contact the Human Resources department to let them know.
If you have misplaced or lost your W-2 form, some companies have a section on their website (if one is available) where you can request a copy of your W-2 form to be sent to you. The usually just ask you to fill in a form online and send it off.
The most practical method would be to just visit the Human Resources department of your company and simply request your W-2 form. They may have copies on hand that they can give to you then and there. Or they may have to send it out to you by post.