I never bought a new release before so if you pre-order something do they ship ahead so it comes on the day of release or you get it after?

it all depends; sometimes it will come a day or two early, sometimes it might be a day or two late - if you chose free shipping, it will more likely come later rather than sooner.

I have preordered a lot of DVD sets and CD's in the past. Usually Amazon will ship the day before or the day of the release and I would get my packages 2-3 days after the release date.