If you mailed your federal return and you're expecting a refund, you can start checking the status of your return on the IRS website Where's My Refund 4 weeks after. It takes that amount of time for it to show up in their system.
Note: A suggestion for the future--if you want to know really quickly that the IRS has received a tax return or payment that you have mailed, send it via certified mail with a return receipt that will come back to you.