TPM sensors are the valve stems. Notice how they're aluminum instead of the traditional rubber valve stems? Any vehicle you see with aluminum valve stems youll know it has a TPM system.
And no theres no receiver on the hub or anything, it sends the signal to the passenger door module or BCM can't remember which I know on the full sizers its the passenger door module.
If it says "Service tire pressure warning system" then that means theres a problem not relating to actual tire pressure but an actual problem. Could be they forgot to install the sensors or they may have damaged one or more during the tire instal this is common too. I would contact the place where they installed your tires and let them know of the situation, tell them you want to take it into a dealer and if it turns out to be a damaged sensor then its on them. They'll wanna work with you when you tell em that.