If this is your first visit, then you will obviously need to come in for an evaluation. My doctor's office did the bloodwork right there in the office on my first visit. Then, like Ann said, they will call you if there's anything abnormal and usually schedule a follow-up visit to discuss the results. But if the doctor knows you're self-pay, then they may just be able to speak with you over the phone.
If you've been to the doctor already, then you can just call them and request they send you a lab slip to get bloodwork done and you can go to LabCorp, Quest Diagnostics, or any other lab. They will automatically know where to send the results and then you can call your doctor to discuss, hopefully over the phone.
Also, tell your doctor's office you have no insurance and ask if they offer any discount.