Do you mean that you fail to send the link to a third-party tracking website? If you're dropshipping and using dropshipping apps like Dropshipman, you can set the tracking link very easily.
I also find that Shopify Help Center has a related article about how to add tracking numbers and tracking URLs.
In fact, it depends on your business. If you want more return traffic, it's better to send the link to your branded tracking page. If you're just started, you can do this free by using an order tracking app. ParcelPanel has a free plan that perfectly suits your needs. Our app, the top-rated among all order tracking solutions for Shopify, has been powering over 30,000 Shopify merchants' order tracking pages in the past 3 years. Since the order tracking experience plays a pivotal role in the post-purchase experience, you should take control of it.
If you are interested in this, make sure to take advantage of our 30-day free trial by clicking here to install ParcelPanel.
Make Post-Purchase the Best Part of the Customer Experience. Delight your customers with automated shipment tracking, increase brand loyalty and drive more sales. Official Website | ParcelPanel Shopify App