You have a brief moment when you have access to a mail box. As undoubtedly you've heard the DK starting area is phased. Without too much spoilers the starting phases looks like this:
1.) ebon hold
2.) down at the bottom, interacting with a human farm/mine
3.) back to ebon hold
4.) back to farm which is now on fire
During the first time you're in the human area, there is a working mailbox there. If I remember correctly, when the town becomes on fire, the mailbox is destroyed and you are unable to access it. If you do not get your mailbox needs out of the way during the first phase, you will need to go to a major city for access to a mail box, however the flight path from ebon hold does not appear until you complete the whole chain.
My suggestion, and what I personally will be doing, create your DK, then log out. Send money and bags to your DK, log back over and continue with the chain. When the chain is complete, THEN mail your DK glyphs, as ebon hold does not have a lexicon of power, so there's no point in sending glyphs until you're out, or at least are on the way to ORG/SW.