It totally depends on the winery.

But the reason we quit Heller's wine club was the shipping.

Is someone home all day at your place to receive the wine? If not, will the winery ship hold for pickup, and is the shipper's depot reasonably convenient to you, open to the public at hours that you can use, and air-conditioned? If it's FedEx, they will only hold express shipments for pickup. UPS will hold ground shipments, but their depot in our town is not air-conditioned, and it's open only a couple of hours each afternoon.

Sitting out in the hot sun on your porch for hours - or in a warehouse that might be 20° hotter than outdoors - is not good for wine.