There's no one-size-fits-all answer. A lot of it depends on how you bought it. If it's from a bank and through the RMLS, the listing broker should have the keys to the house (though sometimes the garage and/or mailbox keys are missing). If it's from the courthouse steps (non-judicial foreclosure) or the sheriff's office (judicial foreclosure), you will probably not get any keys (house, garage, mailbox).
In the RMLS case, those houses are generally vacant. In other cases, they may not be vacant, so you should check to see if anyone is still living there. This can be done looking for obvious signs of residence (e.g., car in driveway, seeing people in the house as you look from the curb), by driving by at night to see if any lights are on, calling utility companies to inquire about service, or asking neighbors about the house. Be cautious if you sense someone is living there. If someone is there, you might have to post a notice that you are the new owner and you expect them to leave or contact you, do a cash for keys (give them money to leave), or get an attorney involved to evict them. If nobody is there, a locksmith is one way to get in. Another way is to break in and replace the locks yourself.