Most of my small planes came in a box. After breaking the parts off the tree, I put them together with that great smelling glue. . .
Oh, you're talking about real metal small planes.
Unless it is a folding James Bond type or an ultralight or kit plane, planes are built in a factory and flown to delivery point. Airliners magazine and Airways magazine often have articles on delivery ferry flights of all sorts of planes all over the world. Some get to Europe the old way: down to South America, over to Africa, then up. Shorter over the water, not so cold.