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The title is something of a non sequitur in that no postman appears or is even alluded to. The meaning of the title has therefore often been the subject of speculation.

Here is my favourite interperetation:

The historian Judith Flanders, however, has interpreted the title as a reference to postal customs in the Victorian era. When mail (post) was delivered, the postman knocked once to let the household know it was there: no reply was needed. When there was a telegram, however, which had to be handed over personally, he knocked twice so that the household would know to answer the door.

Telegrams were expensive and usually the bringers of bad news: so a postman knocking (later, ringing) twice signaled trouble was on the way.

Quoted from Wikipedia, where you can read the other explanations.