The Shipping & Reciving Office is located in the market districted, between Arms and Armor and the Prototyping Center, and across from the auction house, making it a very convenient location.
How to useEdit
To use just walk up to it and press your use key (Could be F, or U for example). From there, you can check if anyone has sent you mail, received anything from the auction house, or send mail, including items and credits. Just click the compose message button and write down your message and who you're sending it to. If you want to send items, choose the items you want to send, and tick C.O.D. and the amount you want to charge for those items.
An easier way to check/compose mail, is to press escape, and click on the "mail" button in the menu.