Is it okay to give your client your mailing address if they need it to send you their products? I am supposed to be using their products and creating demos/tutorials. Is it okay to provide it to them via messaging on UpWork? Or is there another route of how this can be done securely?
Upwork does not have a rule for it.
Although you cannot post address or other contact details in your profile, You can share your address with your clients (in message etc) if you are comfortable with it. Ofcourse upwork expects you to have contract and receive money only through their system.
Freelancers and clients on upwork often sign NDA or other agreements and those agreement contains address of the parties. So sharing address is definitely not unusual.
However if you are uncomfortable with sharing address for a reason of your own,you may discuss with client about sharing any alternative address that can receive mail for you or you can decide not to proceed further. Those are totally for you to decide.