Can i get my refund by a check? to my mailing address

Yes you can. At the end of your filing with TT, the system will ask you How Do You Want Your Refund at which point you will have the opportunity to select either paper check or direct deposit.

For that, shld i go ahead with option "Direct deposit
Your refund will be deposited directly into your bank account." this??

No you will select to get your refund by check which will provide your desired option which is to get a check to your mailing address.

If you have selected to pay your Turbo Tax fees out of your refund then you will not be presented with the option of receiving your refund by check. You will have to pay your TT fees upfront and then you will have the option to receive your refund by check in the mail.