I found it confusing, too, because Sentry's payment page shows your "invoices" are ready to be paid, but nothing happens because Sentry pays 60+ days after the shop.
The net answer is that you don't need to do anything. Sentry will create a Bill.com account for you when your first payment is ready. You will receive an email from Sentry stating that your money was transferred to Bill.com. You can use Bill.com as an online bank, or you can provide your current banking information to Bill.com and the money will automatically be deposited to your bank. Bill.com has gotten great reviews online, but I don't need that type of service right now, so I prefer to transfer my money.