When I bought mine, Kevin sends you a message at E-bay thanking you for the purchase and provides an EMS tracking #. It may take a few days to ship out, he runs the Dac through a burn in to make sure they are operating properly, according to Kevin he can only test 3 dacs a day so be patient. In the US they are delivered by the postal service.
In the past the Dac would take approx. 180 hours or longer to break in, you'll know it when you hear it. It's still fun to listen to during break in it just sounds a little rougher and less coherent but still lets you hear some of the good stuff to come. Congrats on your purchase.
I already had several digital cables so I can't comment on Kevins cord. I will tell you that I tried a toslink cable against the coax and slightly prefer the toslink but thats during break in, I may feel differently after break in. I ordered a 6 ft toslink from monoprice.com for the rediculous price of $5.98 shipped, yes that is not a typo, for that price it's a no brainer and worth having.
Phill