Small orders are shipped in a padded envelope and will just fly straight into your mailbox. If the package doesn't fit your mailbox, and you are not home, the courier will leave it in a safe place.
Orders shipped with DHL Express
A tracking number will be sent to you via SMS. In this SMS you will find a link that allows you to track your package, and make changes to your delivery if you wish. For example, you can reroute the package to be delivered at your office, change the delivery to a different date, or let them know that if you are not at home they can leave the package at a certain place.
If you are not home, and have not specified where DHL should leave the package if you are not home, they will put a note in your mailbox with a number that you can call to arrange a new delivery.