work permit application in the airport
At the immigration counter, you present your passport and all of the documents supporting your application (mainly a positive LMIA, but also all supporting documents such as a letter from your employer, your CV, diplomas or anything else you used to get your LMIA), you tell the officer that you would like to apply for a work permit and they will give you directions for further inspection in another room. You wait there for about half an hour while they review your application, then you pay a fee (bring exact cash in bills of $50 or smaller, because when I was there they didn't have change or a credit card machine, because it was early in the morning and the teller wasn't there). I had to pay $155 and my spouse had to pay $165 but I suggest you find out your exact fee beforhand. Finally, the officer attaches the work permit to your passport and you're good to go. You should apply for a sin card asap though.
Good luck!