Must I send a "Thank You" note in writing using regular mail or is a text or email acceptable?
"Thank You" notes are important and reflect good business manners. However few people send letters in regular mail since it takes too much time to arrive and gets sorted by administrators perhaps never reaching its intended party. An overnight letter is something that might be misperceived as inappropriate.
Typically construction executives will send an email message of appreciation for the opportunity and to express continued interest. A well written email is usually the best approach, one that is crafted to show genuine interest, appreciation and to highlight the reasons you are qualified and interested in the position.
Sending a text message may be too informal unless you are asking a question seeking information and include with your question your "Thank You" note. Phone calls or voice messages of appreciation are also acceptable but uncommon and therefore less effective.