I'm a very recent Volt new customer myself & I received a welcome email from O2 and another to inform me that my sim card is on its way,
Essentially your O2 is a separate product from Virgin Media, so you can simply register for an My O2 account before you even receive your sim (I used my present mobile number to confirm registration with O2).
Once you register an account you can track your orders from within My O2 & you should find your Volt sim order.
Worked fine for me & I only ordered Volt a couple days ago, hopefully it will help you.
Failing that I'm sure one of the Virgin forum staff will advise you further