You get an email, SMS (“text message” for non-Europeans), or a paper in your (physical) mailbox informing you that you have a package waiting at such-and-such a place (within walking distance if in a city), or there’s a reference to how you can choose your pickup spot from a handful of options.
That's an option in the US, but going to Walgreens to pick up every package is a much bigger hassle than just opening your door. In very high-crime areas, that's what people do (or get their own lockbox), but in most places in the US trying to prevent the crime is still more popular than trying to avoid it.
Where I live you had to be home to receive packages. If you weren't, you had to go to a distribution centre to collect them. During the pandemic it seemed to change, so now they just leave them at your front door, and it hasn't gone back.