The Hold shelf is next to the Helpdesk in the Main Library.  There are a four blue shelving units, numbers 1-12, when you collect a hold, scan your card at the terminal and the items to be collected will show on the screen, with the shelf number you'll find the book on.

There are instructions at the terminal showing how to borrow the items you have waiting on the hold shelf, but staff are available to help if you have any questions.