They actually came in railway boxcars. Roughly 10,000 to 30,000 numbered pieces (depending on the model) with detailed instructions. You would then haul them on horse wagons or motorized wagons to the lot.
True. Wagons were the only reference I could find. I had researched this and seriously considered applying to YC with a idea for mailorder-homes that could be move-in ready in 7 days. Not DIY but DI4U (Do it 4 U) and done with mostly aircrete and steel. Its actually quite easy due to the advances in material tech and equipment.
Prototyping was engineering heavy and costly and ended up back in India due to Visa issues :-( . Used the money to validate another startup. Turns out it is easier to sell ads than build houses.