If the following setting is unchecked in Shopify for a product, Shopify will not send the product with the order.
"This product requires shipping"
Unchecking this option in Shopify indicates a digital item that does not need to be physically shipped to your customer.
Please note that a single product can have multiple variants with unique shipping/fulfillment settings. I could have both "red" and "black" t-shirts, and configure one to require shipping, and the other not to.
Also, note that Fulfillment should be set to "Manual" for products you plan to ship through ShipStation. Otherwise, Shipstation assumes the order is fulfilled through a separate channel you have established directly with Shopify.
For more information on adding products in Shopify, please reference this article in their Knowledge Base:
You can also contact Shopify tech support directly: