If you're in the US you can go to the USPS website and sign up for Informed Delivery. Every day you'll get a snapshot of the mail you're going to receive and if a package is sent to you, you can track its status.
This is a good way to confirm that an order of yours was actually shipped and obtaining tracking numbers without going through the vendor. This has helped me tremendously with keeping track of my orders and determining if a vendor is lying or not.
If a shipping label was made directed to your address, you WILL see it on the dashboard immediately.
This is common knowledge and has been known for a few years at the very least. It used to be called MyUSPS and only does trackable packages. It's very hit and miss because I've had many packages not show up, but ended up in my mailbox or door step.
Last year, they started offering informed delivery for flat envelope mail. This is just to show you what you're expecting on the day you checked it. It also archives those images for I think 30 days. They recently combined both into Informed Delivery.