Use the drone port by equipping it in your armor, like a personal roboport. Will work in the starting armor, don't need to wait for research. Drones will then follow you and automatically construct blueprints.
There are also Logistic Beacons you can research and build, which are sort of like roboports. Drones will be able to build within the range of the beacons without you being present. Kind of fiddly, but generally works.
Pick them up by mining them, same as anything else. Though they aren't nice enough to stay in one spot for you to pick them up easily, and they like to run away if you move towards them. You pretty much have to wait for them to wander into pickup range on their own.
