Depending on which seller on AliBaba you buy from, you are talking wholesale goods, which may have minimum orders of thousands of pieces. I suspect you may mean the smaller scale direct to customer platform of AliExpress which is owned by AliBaba.
What you have to do is dependent on your specific country's import laws. To put things in perspective just minutes before opening Quora and having this question on my feed, I was in Aliexpress buying three things and having them shipped to a friend in Russia. I am in New Zealand by the way.
There, since they were all under $12 USD and all from different sellers and will be shipped individually, they will go direct. All my friend will have to do is go to the post office once the tracking numbers show they have reached her town and collect them. No courier delivery to her door there, but no customs or fees to pay since they fall under the threshold of requiring duty or import tax.
The same applies here in NZ. I have purchased goods up to $40 USD including shipping and had them arrive in my mailbox with no need to do anything. They just arrive with the postman.
On the other hand, if they were to be over $400 NZD worth including shipping, NZ Customs would put them to one side in the customs warehouse and send me an invoice for customs duty. I have had that happen with goods off eBay before. A $900 NZD camera cost me a further $235 or so in duty, tax and GST. I had to take that letter to my computer, go to the website printed on it, enter the invoice number and pay the import fees with my credit card. The customs department got a notice from the customs website saying I had paid and four days later my camera was at the local post depot for collection. But I have simply never purchased items worth sufficient in a single package to trigger the tax threshold from AliExpress.
YOUR country's import rules determine what you have to do. For most countries, small amounts like a $100 gadget are unlikely to trigger the customs people to bother, it would cost more in collection costs than they would generate revenue. However if you want to buy a $1200 scooter to ride to work on for clear sunny days to save taking your car… Then you are likely to meet border fees.