If I did a concealed weapons class and am in process of getting the permit, What would I need to bring in with me to purchase a gun and be able to take it with me that same day?

Taking the class and having the actual permit are 2 different things. The permit is waiting on the background check after you take the CW class. You will have to wait until you get it back

Call Bass Pro Shop direct and ask them.

All I had to have was Driver's license picture ID

No idea about that.. You need to call the shop that's the best thing to do

Yes i would ditto that. They will guide you.

You have to have the actual card in order to walk out with a firearm.

I have no idea about this. You need to call Bass Pro Shop in your area.