If you look in your email confirmation documents, you will see an “Record Locator” number. With this code, you can usually go to the airline's website and manage your flights (select seats/check in early/apply frequent flyer numbers/etc.).
NOTE: Some airlines work a little different. Jet Blue, AirTran, and Spirit airlines require a few extra steps in confirming your flights. (We suppose they feel they are “special”). Anyway, this means you get a separate confirmation record locator that the airline assigns to your itinerary, but it takes a bit of time -the record locator or confirmation number can take up to 24 hours to generate. So after you've completed your reservation with one of these airlines, please click here to have your confirmations resent.