Just get them to send it to your address, which you can find here:
http://housing.mcmaster.ca/building_services/mail_and_packages.htm l
For letters, you have to check your mailbox (commons basement for North quad, Keyes for west).
For packages, you'll get a message sent to your mac email when it arrives; go to the service desk with your student card to pick it up. I received many packages when I was in res, never had any problems.