I did European Delivery in August '99. This is what the process is like.
Volvo will put you up for one night in the Gothenburg area, most likely at the Hotel Gothia, a big, modern tower hotel attached to the city's convention center. There's a very expensive bar with a view on the top floor, but it's better to hike into the city center -- about ten or fifteen minutes' walk. Volvo will pay for room and tax but not incidentals -- save some coin for the latter. A buffet breakfast is included.
Volvo also will pay for ONE transfer -- either from Landvetter Airport to the hotel, from the hotel up to the Volvo complex on the other side of town, or from the airport to the Volvo facility if you land early enough in the day. As there's a convenient airport bus that costs about US$5 and drops you right at the Hotel Gothia, use your free transfer to get from the hotel up to Volvo -- the Volvo complex is on the opposite site of the city.
When you want to go and get your car, you call and arrange for pickup. It's recommended that you do it in the morning as you will get more attention then. In the afternoon a big ferry docks in Gothenburg from Kiel, Germany with lots of Europeans coming to get their cars, and things at Volvo get hectic.
Volvo sends a taxi or (sometimes) a stretch Volvo limo to the hotel to fetch you. You're driven up to Volvo HQ -- which is nestled in a sylvan, treed setting outside Gothenburg. There is a dedicated pavilion for TDS (Tourist & Diplomat Sales). It's quiet and modern. It has a play area for kids and luggage lockers for those just off the plane.
You show your passport and purchase papers proving that the car is all paid for, and a fluent-English representative sits down with you and goes over your Swedish registration and temporary insurance (mine was from Zurich Direct and very comprehensive).
Then you're ushered to a glassed-in area at the end of the showroom, like an old-fashioned maternity ward. They roll up a garage door at one side of the area and your car emerges under spotlights -- it's a little goofy but fun. You go in and inspect the car and make sure it's built as ordered and that fit/finish are everything you want. Then when you want to drive it, another garage door slides up and you roll out into the open air.
There is a very modest "test track" where you can get the feel of the car, but don't get any fast ideas -- it's too small to exceed 30 or 40 miles per hour.
Check quality carefully before signing the Acceptance Certificate. After we'd driven the car out onto the test track we noticed a small half-inch slice in the seat of the passenger-side chair's leather. Some had been a little clumsy with a box cutter. We called this to the attention of our representative; he whisked the car away and replaced the whole passenger seat in half an hour.
When you are done playing with your new car you will likely be asked if you're interested in seeing more of the facility. Every day they do something different for TDS customers, depending on what's going on within the complex. You could visit the Volvo museum or see an assembly line. The line was closed for summer break while we were there (Gothenburg manufactures only S80s now), but we toured a Special Vehicle Operations facility where they were making bulletproof police vehicles and right-hand-drive Volvo hearses for Japan, and had lunch in the paint shop cafeteria with a lot of very pleasant and talkative Volvo workers.
If you are driving on from Gothenburg the desk staff at the TDS pavilion is very helpful with highway directions, ferry bookings, road advice, etc.
We drove down to Copenhagen the first afternoon and it took only 2-3 hours.
It was great fun and we'd do it again. Good luck with your trip.