From the Help Center
I received an empty wrapper--no book inside!
If this is a book you requested, you should not mark the book received, since you did not get the book. You should contact the sender to let him or her know what happened.
If you have marked the book received by mistake (or if the system marked the book received for you while you were absent from PBS), you can also discuss this with the sender, who got credit when that happened.
If you have not marked the book received yet, do not do so. You will continue to get the usual auto-emails from PBS asking if the book has arrived; open and read them, and follow any instructions within.
If the book hasn't arrived by the 26th day after it was marked mailed, then PBS will declare it Lost in the Mail and you will get your credit back. If the book does arrive after that, you should mark it received from your Transaction Archive.