Sometimes they will drop it off to your neighbour. It happened to us couple times even though we were not familiar with our neighbours at all.
Some UPS shipping rates are cheaper and do not require signature, so they can just drop it off at your door, ring your door bell, and leave immediately without confirming with you.
Similarily UPS sometimes also drop off the package in your mailbox and leave.
However, if your package is shipped from other countries and you need to pay taxes or duties, UPS will definately contact you and ask you to pick up at their location and pay for it.