Speaking from personal experience, I just had to tell the yard on the phone that I wanted my rims and tires back, and I told the tow truck driver picking up my truck that as well.
All I had to do was follow the driver to the yard and the wheel’s were promptly taken off and loaded into my trunk for me. However I recall the fellow on the phone saying if I had no time to follow the driver I could pick up the wheels at the yard at some alternative time.
-Kugan