How do you claim your money?

Hey there, I’m turning 21 in April and my family wants to take me to Vegas to go to the casinos and drink with them. But I’ve always had this question since I’ve always seen it in videos and Facebook reels. Whenever someone wins big, let’s say over 500k. Do they only get it in cash or does it get wired to their bank?

I’ve seen videos of people claiming stacks of cash and I wonder if they have to go through TSA at airports, would they be questioned about the money and do they have to have special service to ensure their winnings come home with them?

I’m asking in case I win big when I come, I’m just curious. Also what’s a good casino to go to, would you say they are better looking or better payout wise? Thanks