I applied for a credit card and I was approved. I havent gotten the card yet, and don't know how long its going to be before I do. I'm putting in a change of address card but do credit card companies put something on the envelope that will say not to forward? Or will they deliver the card with the other mail

Call them up and write to them your new address. use the correspondance address. Look them up on the web.
Some let you change on the web.

Call the credit card company and explain this to them. They will cancel the old card and send one to your new address.