Telegrams

Telegrams were delivered to the recipient's house or office (or hotel or even ship's cabin). Some sort of address was typically given by the sender, though in the case of a well-known building it might not be anything beyond the hotel or mansion's name. The messenger commonly asked if you wished to send a reply, and took that message back with him. In Britain, at least, apparently telegrams unlikely to prompt a reply sometimes had a code marked on the envelope.

For most ordinary people, getting a telegram was extremely rare. That's why it's a staple of movie storytelling for the soldier's wife to immediately know her husband has been killed when she sees the telegraph messenger out front.

To send a wire, you typically went to a telegraph office and wrote the message on a blank provided for that purpose, and paid for the service at that time. I think it was common for businesses and some private citizens to have accounts, so that they could simply have a messenger boy take the message to the telegraph office, and be billed later. In the 20th century, you could both call in a telegram, and have the charges put on your phone bill.