Upvote:2
As when buying anything else, it depends on if the retailer offers a VAT return service and will give you the necessary paperwork. It is not a problem to order by mail or leaving the EU through another country, but depending on the arrangement at the airport you are leaving from, it might be an issue that you can't bring the item in your hand luggage.
To claim VAT refund, the retailer must fill out and give you a tax-free form. When leaving the EU, the form must be stamped by customs, confirming that the item is brought out of the EU and you can then send the form back to the retailer or his agent, if the retailer has an agrement with an agency dealing with tax-free returns, e.g. Global Blue. The retailer or the agent will then pay back the VAT minus any processing fee.
Depending on the exact requirements of the customs authorities in the country you are leaving, you may have to bring the relevant items in hand luggage, since you are for legal purposes not leaving the country until you have passed airport security and domestic and international departures are separated 'properly'.