This job is acquired from the Post Office, instructions, where to deliver it, will be issued on receipt of the parcel/package. When you request a delivery mission you'll get the destination as a hint message. This can be a delivery point or a grid location. Delivery point 1 to 6 are marked on the map as yellow flag markers.
If you Disconnect from the server when you log back in you will still have your package, however, you will not be able to deliver it as the option to "Finish Delivery" will not be available. Drop the package from your Inventory and collect a new delivery job at a post office.
Also if you are having trouble getting the "Finish Delivery" option to appear, press your Right Mouse button to zoom in on the Delivery Point (House or Mailbox) and then try again
You require your own transport to do this job!