How can I pick up the train ticket after I book a ticket from USA?

I suggest you to book on https://www.travelchinaguide.com/china-trains/ and then you can go to the local related railway station to get your tickets.
The operator of this company will help you to get your ticket correctly.

Just go to any window in the train station ? Or is it a specialised window ?

Any ticket windows of railways are available, but you need to pay service fee 5RMB if collecting ticket at departure city.
For instance, you buy the ticket from Beijing to Xian, you can get the ticket at any cities in China. If you collect it at Beijing city, the service fee is not needed. But you have to pay if you get it from other cities.