Initially, you won't have a VIN as that doesn't get generated until your order is scheduled. The numbers you should have now that you can track with, to some extent, are the Sales Code (usually L followed by 5 digits) and the Order Code (usually 4 alphanumeric characters). Your dealer can access the Vehicle Visibility Report at any time using these numbers and give you a status. I'm hearing the same as others here for Reserve builds -- around 3-4 months. GT builds taking longer, closer to 5-6 months.
If your dealer is not being super helpful, you can also call or chat with the Lincoln Concierge on their website. If you give them the Sales Code and Order Code, they can look up the order and give coarse status. With a 3/1 order date, you are likely still in the "Order Processing" state. I ordered a Black Label GT on 2/11 and am also still not scheduled.
Later, your order will be scheduled and you'll receive a VIN either directly from Lincoln via email and/or from your dealer. You can use the VIN and Order Code to track the order directly on Lincoln's website: https://shop.lincoln.com/vehicleordertracking#/
Hope this helps.