How to use purchased train tickets for London Heathrow Underground to Norwich

Adding a few points to Martin Jevon's good answer:

You need to change lines to get from Heathrow to Liverpool street on the underground. I would recommend doing that at Holborn, since it's the least confusing option - the alternative of Kings Cross/St Pancras is a much bigger and busier station. You do not need your ticket when doing this. Just follow the signs to the correct platform, i.e. Central Line Eastbound (not Westbound!). The "official" underground map is at http://content.tfl.gov.uk/standard-tube-map.pdf

All underground carriages display maps showing the route and the interchanges, and the stations have signs on the walls that can be read from inside the train, so you can easily keep track of where you are. There will probably be audio announcements as well.

The first half of the "underground" trip is actually overground once you get outside the airport, so don't panic that you are on the wrong train! The line goes underground again when it reaches central London.

There are no seat reservations on the underground. You do not use the reservation slip in the ticket machines either for the underground or the train. You only need it to prove that the train seat reservation is yours if there is some dispute or mix-up and somebody else is claiming the seat, and to show it to the ticket inspector on the train.

If the train isn't already in the station at Liverpool Street, the platform will probably be marked to show where coach K will arrive, so you can wait in the right place to get to your reserved seat easily.

The answers provided helped me a lot. Here is my actual experience though-

From the Heathrow T2, I headed to the -2 level of the train station. From here I (paid £30) for and took the Heathrow Express to Paddington station. It was all of 15 minutes on the Heathrow express. At the Paddington station I took the Bakerloo line (southbound) to Baker street and then the Circle line to London Liverpool street.

The option does exist to take the Hammersmith & City line from Paddington to Liverpool Street but not on this day as that line was closed from Paddington.

Anyway, I made it to London Liverpool Street and got the Greater Anglia train to Norwich from platform 10. A check of the schedule reveals that this train departs from platforms 8,9,10 usually. But yes, the platform is not announced until 7-8 minutes before departure.

All in all I did spend an extra £30 for the Heathrow Express but this was an open return ticket and took only about 15-17 minutes to Paddington.