It's important to understand the distinction between order and shipment records in ShipStation.
Order Records contain the data sent to ShipStation from your order sources. When you import or create orders, ShipStation takes the data and creates order records in your ShipStation account. These are the records you see in your Orders grid.
Shipment Records are created by ShipStation when you create a label, mark an order as shipped, or send an order to a fulfillment provider (like FBA). Shipment records are linked to their associated orders and items.
Shipment records include the label information like carrier, service, package type, weight, label fee, included items, tracking number, etc. These are the records you see in the Shipments grid as well as in the and Order Details screen and Orders tab Shipping Sidebar.