So how do I order from this site?
If after all the good advice telling you that there are better deals, and you still want to pursue this, then to answer your question:
You establish a relationship with a FFL and agree on what he/she will charge to accept your delivery, and transfer the gun to you. Then you bid on the gun. If you are the winner then you get with the FFL and send your certified funds along with the FFL's license copy to the seller.
Your FFL will receive the gun and transfer it to you.