Does the obligor have to set it up for court ordered child support to come out of his check or is this something the courts do?

Where? In my State - NY - payments will be set up by automatic deduction by request OR if there is a reason, such as late payments. There is also an annual fee which is deducted from child support for the costs of automatic payments.

Garnishment of the non custodial parent for child support is done thought he courts, normally at the time the order is issued or by motion if there are issues collecting the money.