Actually - it can happen in a memo. I was in the New Jersey National Guard and received such an order in memo form to report to a physical which was related to my application into Warrant Officer School. Those were probably the exceptions, some kind of bigger event. All other yearly physical's were routinely scheduled, without each individual receiving orders to do so.
Well, that's interesting, because my experience is in the Air Force, and that kind of thing would never happen. In fact, such an order would never come from your commander, but from whatever office kept track of physical exam requirements, such as the clinic.