WooCommerce Cash on Deliver – user verification

How would this work? Can you explain – does not sound possible with core but I’m curious.

The problem is that one can imagine a situation that someone buys the item in the store and choose a payment option for downloading. I send the object and he does not receive the shipment and return it to me. Theoretically, you can fill in a form with other incorrect data, which I will send the item. Then I lose the money you spent to ship.

I want that user have to confirm that he indeed placed an order by clicking a link sent to him on email

What country?

There are plugins for some places – https://www.woothemes.com/products/postcodeaddress-validation/