They come with a case or other appropriate container.
Oddly enough, we see this in the description of the Ammunition weapon property:
Drawing the ammunition from a quiver, case, or other container is part of the attack (you need a free hand to load a one-handed weapon).
The rules for weapons with the Ammunition property assume you have some sort of container to pull them from, so you have some sort of container to pull them from.
The DM can decide that a bolt quiver is free.
If you’re the DM, you can just decide the bolts come with an appropriate quiver or case, and you can even make it free.
If your table is into keeping up with the details of equipment, that is fine – enjoy your game. But personally, I would be somewhat put off if, when I told my DM, “I buy some bolts”, he said “where are you putting them? Your pockets? The quiver is extra”.