In some supermarkets the sets are displayed like on the picture JLMatterer posted and you are allowed to pick them yourself in accordance with the amount of fishsticks you buy, in others the sets are not on display but you get them at the checkout when paying for your groceries.
So far, I had no luck to get a few for free, in my Carrefour supermarket (where you pick them yourself out of the displayed ones) the amount of sets I take is carefully controled at the checkout-counter, and in the Delhaize and the Okay supermarkets I get the sets at the checkout-counter when making my payment. I asked kindly if it were possible to have/get 1 more in addition to the amount of fishsticks bought "because I know a nice kid thats collects Playmobil"
, but the personel has no mercy at all, seems like they all got very strict instructions to not give one more then officially allowed ...