They'll leave a note and you'll have to pick it up either at the post office, UPS, FEDEX or whomever they shipped with.
It might very well be Indirect Signature via Fedex. This means that if you aren't home to sign, they leave you a little piece of paper you can sign, and then leave on the door. They'll try again the next day, and that piece of signed paper will serve as your signature.
Also though, the last time I got something shipped Fedex from Apple, they emailed me a Fedex sign-off sheet, allowing me to "pre-sign" for the package. Basically you print it out, fill out the very short form, sign it, and leave it on your door. Same deal, it'll serve as your signature and Fedex leaves your box wherever you tell them to (there's checkboxes on the form for Front Door, Back Door, Garage, Other, etc).