There are counterparties in the futures market, and only enterprises can make physical delivery, that is, the futures contract you mentioned turns to spot. Enterprises that want to make delivery need to report to the exchange through the futures company within the specified time, and the exchange will make statistics and matching. To make delivery, sellers need to prepare the spot in advance, and sellers without the spot cannot enter the delivery.

As an investor, you only need to inform the futures company of your needs, and other futures companies will help you.