When you purchase a policy by paying a fee, you will receive a special kind of token called cxTokens.

https://mumbai.polygonscan.com/tx/0x8c7639867ab27db76ff9424180f48af18779b31c1dc0a028c0d188b46edf3b0d

In the above link, you can see that the user received 50,000 cxUSD by paying ~1123 DAI policy fee. If a cover incident and resolution occurs in their favor, the user will be able to claim the 50,000 cxUSD to receive 50,000 DAI claims payout (minus fees). Otherwise, the token should be discarded.