we arrive at the airport at 9:05 Am and should be ready for pick up between 9:30-9:40. Do we have to call for the shuttle or just go directly to the pick up locale?

They have shuttles that take you to car rental places or hotels at airport just go to the shuttle stop needed.

You meet it at the arrival gate. They will take care of you

There is a shuttle bus that comes around the pickup area, follow signs for rental cars. The shuttle will take you to Alamo, it's not on the airport itself but it's not far. Great friendly people and I suggest getting the Mazda CX-5.