When you withdraw or rollover funds from your 401k plan or 403b, your plan custodian will often send a check right to your record address.   If you have requested a distribution or MRD, the check is made payable to you.  That distribution is a taxable event and you'll receive a 1099-R in January.

If you are requesting a rollover, you're check will generally come to you however it's made payable to your custodian.  Make sure and talk with your advisor and find out exactly out the check is made payable.  Make sure and write your account number on this check and send it right to your IRA or advisor.

When you transfer funds from an IRA to another IRA your advisor can generally do a direct transfers. They make it easy; the check does not come to you.  Most 401k plans or 403b"s will generate a check rather than a direct transfer.