Yes u take them back to the store where they keep them overnight.
The 1st day is a bit of a pain as everyone has to be fitted with the correct sizes skis/boots and poles etc.
But after that ur ski's etc have numbers on them and u keep the same no all week so just go and collect them.
After the first day, which is a bit chaotic, you leave your skis and boots in the centre. Each numbered pair of skis has a correspondingly number rack, which is where your skis go so its easy to find them next day. The system for boots is the same - each pair has its own 'box' on the wall. When you take your own boots/trainers off you leave them in the 'box' where your ski boots go until you collect them at the end of the day.