Well, you’ll want to generate the certificate on your side. You can use the manual verification method and either the full letsencrypt-auto tool or one of the other client tools I linked. Using the process, you will be able to generate the private key and the signing request (which is used to get the certificate) and then verify you own the site to get your certificate. The bundle is sometimes called the “chain”, and you’ll have that too.
You can certainly try to link them to the documentation, but depending on their service level and what they offer, they may charge you for their time. It’s worth asking if you’re uncomfortable doing it yourself.
Also, keep in mind that Let’s Encrypt is currently in closed beta, so unless you applied and were whitelisted, you’ll need to wait until later tomorrow to start the process.
Alternately, you can find certificates as low as US $9/yr if you don’t want to mess with Let’s Encrypt right now. It’s a great service, but still a bit rough. (You’ll still need to do the Key, CSR, verify dance for those.)