If I order something from abroad then how I can know that I am to get the order?

Usually the postman will bring it to you or you will be given a card to go collect it. If it has been over 4 weeks then speak to your local postman, he should be able to advise you.

When I ordered something I let the postman know beforehand to give him a heads up, when it came he just told me and gave me a card to collect it at my local post office. My friend on the other hand had her postman hand deliver it to her door. It varies from postman to postman I'm afraid.

Best method is to ask them to send you the parcel trough Fedex or TNT expresss

Like @Peaches said, your postman will let you know when your parcel is ready for collection and that's going to be either by directly delivering it to you or leaving a card in your letter box so that you can go to the Post Office to collect it.

However I'd like to let you know that sometimes parcels are lost and never make it to you. This is especially true for Mauritius and that's the reason why 95% of ebay sellers don't ship to our country. A lot of other websites (Amazon included) have started to do the same because the postal service here is so unreliable.