I recently signed an employment contract in Germany, with a consultancy firm in Germany. I did not mention my address in Germany to them. One week later, I informed them about not joining them and terminating the contract. They told me I cannot quit now, as breaking the contract is not possible before the joining date and threatened me to face legal actions and penalties. I still haven't received any original contract letter by post and I haven't responded to their emails asking for an address. What is my way out? Please help me, what can I do to get out of this? What amount I should have to pay in such a case to get out of this mess?
If you already signed the contract, of your own free will and without duress, then you are bound by its terms. Period.
Refusing to give them your address or answer their emails only prevents them from sending you your copy of the contract, it doesn't prevent from you from being sued out the arse for breach of contract if you violate the terms within.
You need to talk to a lawyer. You also probably want a copy of that contract to show to the lawyer, so it would probably behoove you to let them send you your copy. Although you could talk to the lawyer first, if you really want to.