How were the keys for Enigma shared among Germans during WWII?

I'm not sure if this is the correct sub to post my question but here it goes anyway.
So I recently watched The Imitation Game and I was wondering how the settings for enigma were shared between the Germans in the first place? These were the ways I think they could have sent them-
*Include them in the previous day's messages. But if that was the case we only would've needed Christopher to decrypt a message once and not need the machine anymore, which was not the case in the movie.
*Sent through courier/letters. But that could have been easily stolen and just defeats the purpose of enigma itself. If you could realiably send messages through courier then why have enigma at all.

None of these seemed very feasible to me. Do you guys have any opinion on how the keys might have been communicated? P.S I'm not into cryptography so I don't know how keys are usually distributed.