Who is responsible for the goods in transit depends on the Incoterm: with EXW the risk is yours from the warehouse, with FCA from handover to the carrier, and with DAP it stays with the supplier until your address. Insurance is not automatic; it has to be agreed and paid by the party responsible or requested by you.
For valuable goods or long deliveries, ask for transport insurance and check what it covers. Any visible damage must be noted on the carrier's document at receipt. Without that note, later compensation is much harder to obtain.
insurancetransportrisk
