If you're on Adsense, you should check your account settings and see if you've designated a way for them to pay you. You can have it direct deposited, or sent by check. It may just be that it isn't set.
Adsense may also require you to enter some of your tax information before sending the check.
OR: [from the "When do I get paid?" question on Adsense] "All publishers are mailed a PIN when their earnings reach the verification threshold. You must enter your PIN to verify your address before you can receive payments."