Mail order is not popular in Russia, and there are no established Russian mail-order chains. Some Muscovites may order items from a few international catalogues that have Russian versions, including a few low-budget clothing catalogues such as Quelle, and home-sales oriented cosmetics catalogues such as Avon and Oriflame.
If you wish to have something delivered to your home, it is best to turn to worldwide online shopping, instead of trying to navigate through a Russian-language mail order catalogue that sells foreign items with a mark-up.