Never heard of recieving one in the mail, however I know that GM does include a small touch up paint with the car, however I suspect you have to ask for it. Gone are the days where they put it into your glove box for you.
Just some food for thought, but I would call the dealer and tell them you want it.
I'd be very careful about buying touch up paint at most auto parts stores. I've seen in several times that certain paint codes on touch up paint won't match the actual color of the car. Even worse is some of the special colors are harder to find at local parts stores. Mine being a 200 you think there'd be my color, Navy Metallic Blue, at the local parts store but it's not and I had no choice but to go to the dealer for it. One other way to get touch up paint would be to go to a automotive paint supply store and give them the GM color code and they'll be able to mix up that color.