A blanket is the term commonly used to refer to receiving your xp and the conversion of it into build points. A blanket is your build total added to your xp total, then divided by a factor to determine any build gained. It's complicated and CALCULUS (ugh) but the short version is that it's a system designed to slow down as the character progresses in levels.
When you PC, you automatically get them! NPCing may be a different story based on the chapter you play. Some just automatically give them to you, some give you goblin stamps in an amount that would allow you to purchase the blanket(s) with them, but you have to request that expenditure through their logistics.