You explained it for yourself. You open a PO Box at the sorting office, you can either
have the mail redirected to your home address or go and collect it.
It's not as private as you may think though, it only takes a phone call to be given
the name and address of the PO Box holder, you need id to open one.
I've freaked out many people by turning up on their door even one time after
a cross country drive.