If you live in a town is the package delivered directly to them and then to me or do it get delivered somewhere else and from that location come straight to me?

It depends on the mode in which they transport the item. An item can go from NJ to East Boston and directly to you or to your local office. They don't use one singular method of getting your item directly to you. Most shipping operators as well UPS,USPS. They all do something similar in terms of how items arrive at your prospective shipping location. You may only go to them if you have arranged to have said item held at the location. Some shoppers do NOT permit it and the item must come to the address used at the time of the order

To you directly but you can have them hold it at a nearby location if that's easier.

So there's FedEx 1 town over, all we have are drop-offs, so my package gets delivered there and then come to me???!!! So in other words I can go to them to get my package???!!