I've actually been wondering about this as well. I ordered the physical standard edition for PC and the digital collector's edition for PS4 for myself (and the digital collector's edition for PC for my wife). The PC codes for my wife and myself show up on the Mogstation, but not the PS4. I thought this was odd, so I've tried to research it...no dice. I couldn't find anything definitive. The best I could find is that as long as your SE and PSN accounts are linked, things should be fine. Assuming this is so, I would imagine that it'll show up on Mogstation either when Early Access starts, when you apply the retail code, and/or when you login for the first time after Early Access or Official Release starts.
Of course, I don't know any of this for certain, but I thought I should let you know what I found out myself. If anyone knows differently, please let us know!
Primary World: Hyperion
Free Company: Jormungandr
Main Character: Fialas Dawnren: Level 60 BRD/AST/MNK/DoL, Level 16-50 On Everything Else