What does word "shipping" mean? I've seen this word in many Internet shops.
There's two possible meaning in the context of an internet "shop":
"Delivery" -- shipping is the cost that you have to pay in order to have the item sent to you via the postal service.
"Completion" -- if you're developing software, then completing a version of the software and releasing it to customers is often referred to as "shipping". This is a reference to sense #1, going back to the day when a new software version had to be physically delivered to customers on disks.
The usual use of the word shipping on internet stores is for anything to do with packaging, dispatch and transport to your location.
If it appears as a cost, on an invoice or bill, then it is the cost to package and deliver the goods.
If it is the name of a section, or used generally, then it can refer to any aspect of the process of getting the goods to the consumer.
The word obviously derives from the process of using a ship to transport goods, the present participle of the verb ship, in its meaning "to convey goods by water borne transport (a ship)".