Even if you're not planning to charge for shipping, you still need to setup your shipping settings. There are two parts to setting up your shipping settings: shipping zones and shipping rates.
To edit your shipping settings:
Go to your Shopify admin > Settings > Shipping.
At the top of the page, there will be a setting for 'shipping origin'. If you're shipping the products yourself, make sure that the address shown is the correct address from where you're shipping the products from. You can edit this by clicking the blue "Edit Address" link to the right-hand side of where the address is shown.
The bulk of the settings you need to set will be under "Zones and Rates." You will want to have a minimum of two separate shipping zones: one for Domestic (set to the country you're based out of) and one for Rest of the World (set to all other countries you ship to). If you are only selling domestically, then you can get away with having just one zone. You can also have more than two zones -- some merchants set up a separate zone for each country they ship to (especially if you're based out of Europe). If you need to add a zone, click the blue link for "Add Shipping Zone." The page for 'adding a zone' looks the exact same as the page for 'editing a zone'.
You will need to name the zone: I recommend naming it the same as the country in the zone, or the region of countries you've chosen (ie. if the zone is for Canada, then name the zone Canada, or if the zone is for Canada + USA + Mexico, then name the zone North America).
For the rates, you have three options to work with: by weight, by price, or carrier-calculated. The most important thing you will need to keep in mind when setting shipping rates is that the rates you choose are inclusive. What I mean by this is that no matter what combination of products a customer chooses to purchase, there will be a shipping rate for them. If your rates are not inclusive, then a shipping rate may not show up for the customer, and if a rate doesn't show up, the customer won't be able to checkout and this could result in the loss of a sale.
'By weight' works well if all of your products have accurate weights already setup, otherwise, you will need to go through each of your products (and their respective variants) and add weights, which can take a lot of time.
'By price' is the most commonly used shipping setting, as all of your products will definitely have prices, and you can setup your shipping rates to scale as the value of the customer's order increases. You can also easily setup flat-rates via the by price feature. For example: $0-100 is $15 shipping, and $100+ is free shipping (which would cover all possible checkout scenarios). See below for an example of inclusive price-based shipping rates.
'Carrier-calculated' is the newest addition to the shipping settings, and is definitely the way to go if you're not drop-shipping, and have accurate product weights set. This feature can integrate with Canada Post, UPS, USPS, and/or FedEx to offer custom shipping rates to your customers, based on the total weight of the products in their order, as well as where the customer needs the products shipped to.
Need more help with this step? Check out Shopify's help docs for more details & info by clicking here.