Why would you need to send it Package Express? As long as it is under 50 lbs. and in a reasonable size bike box it should be acceptable as a checked bag unless you have more than one other bag that you want to check (I've always only had the bike as checked baggage and my other things as carry-on). But a regular size bike won't fit in the specified 62" (L+W+H) limit so you may have to pay the oversize fee (depends on the whim of the driver).

In theory any checked bag should automatically be transferred to your next bus if your trip involves a change of busses. But that doesn't always happen and I've found it best to watch the luggage being unloaded and verify that your bike makes it to the right bus on time. I've sometimes ended up taking the bike box over to my next bus personally when it appeared that it would be left behind otherwise.