PCD is a
program offered by BMW NA as an option when ordering any BMW model from a dealer in the US. It takes place at the BMW Performance Center in Spartanburg, SC. Your CA can request PCD for you when you place your order. You can find out more by searching this site, and by following the link.
Two quick points that always seem to come up as questions:
1) You pay the standard delivery charge, same as having the vehicle delivered and prepped at your dealer. So it's not "free" but doesn't cost anything in addition to the delivery charge you have to pay in any event. (Of course you have to get there, and drive your new baby back home. I didn't find either of those to be a hardship!)
2) You can take PCD on any model, not just those built in Spartanburg (X and Z).
If you're planning on ordering a new BMW, give serious thought to going the PCD route. You won't be disappointed.