Ok, I recently bought some bitcoin off coinbase.com, it says the transaction will take 4 days, but it also sent me $5 of bitcoin as a gift for first purchase. My question is, how do I send the bitcoin to my actual bitcoin wallet?
By "actual bitcoin wallet" do you mean a desktop client? If so, just open the client and under the "receive" tab you'll find your address for that wallet. Then go to Coinbase and send it to that address - the coins should show up in your desktop wallet within an hour, and probably within a few minutes