It's not clear at all whether you're referring to the van, the driver or the actual delivery. If you're describing the scene to someone who can't see the picture or to someone unfamiliar with delivery terminology, you'd need to be clearer. Of course, if you're in your house and you're simply letting someone else know what's going on, you can be much more casual about it. On the basis that I'm unlikely to need to express that my own delivery had just arrived, let's say it's someone else's delivery. I'd shout to that person something like:
- FedEx is here.
- Your parcel's arrived.
- The delivery guy's just coming up the path!