In general:
Repair service may include onsite, carry-in, and direct mail-in; specific availability of each option depends on product type and location of Apple Authorized Service Provider. Apple may also request that the customer replace components with readily installable parts.
http://www.apple.com/support/products/proplan.html says:
The plan includes onsite service for desktop computers and global repair coverage, which can be very important if you travel abroad.
But in the "fine print" they say:
Onsite service for desktop computers is available within a 50-mile (80-kilometer) radius of an Apple authorized onsite service provider in the country where the plan is purchased and enrolled.
I've heard a lot of gripes on these boards about people having to lug their iMac into a store for service (many several hours away), so I'm guessing that when you're outside 50 miles, they won't offer a mailing box.