The shares you buy electronically are held in your account in "Street Name". When the trade settles, you are the Beneficial Owner and The Depository Trust Clearing Corporation (DTCC) is the Legal Owner and holds the Paper Certificates for any and all real and fake shares.
If you want to be the Legal Owner and take physical possession of the Stock Certificate, you call or otherwise contact your Broker and Order Out a Certificate.
Your Broker coordinates with the Transfer Agent and the DTCC. About the time your Certificate is mailed to you, the electronic entry in your Brokerage account will decrease by the share quantity you have ordered out!
For Naked Shorted Shares, there is/are no certificates anywhere! But there may be lots of electronic entries in your or other peoples accounts!