Make sure you tick the box to Require Buyer's Shipping Address in the settings of each product that should trigger collection of a shipping address during checkout. If you don't see that option while adding/editing the product, look to the very top and tick the box there to Show Advanced Settings. If you're using weight-based shipping calculation (USPS/UPS rate lookups or custom Rate per weight unit), also make sure you enter a Shipping Weight in each product's settings.
Also note that our Buy Now buttons/links cannot calculate shipping, as those skip our shopping cart to take buyers directly to instant checkout, leaving no chance to calculate shipping in the cart before checkout. To calculate shipping, you will need to use our Shopping Cart or Product Card purchase buttons/links, or sell from a Shop in our Marketplace.
Finally, if you're using PayPal, note that the PayPal checkout site initially will not show any tax/shipping amount(s) for orders that require shipping, until after the buyer has provided their final shipping address, so PayPal can contact our system to recalculate tax/shipping based on that location. This ensures proper tax/shipping calculation and prevents confusing or misleading buyers in case their final shipping address does not match the country and postal code they'd specified in their cart to estimate tax/shipping before checkout, which may change the calculated amount(s).