That should be under Locations in Settings.

Have you checked out Shopify Shipping? That link will bring you to the help center page, and then if you scroll down it will show how to install. Do YOU want to be able to check shipping calculator or do you want your customers to be able to check/ch...

There are various 'Shipping Rate Calculator' apps available in the app store. One I see off hand is "All-in-One Shipping Calculator" but I would assume you would have to set up some shipping profiles in your settings. 

You could have them submit/email/upload a copy of their EIN certificate letter which shows their business name and EIN information directly from the IRS prior to having them create an account - OR, you could let people create an account, and provide ...

When you say "Shipping Details" do you mean like change their shipping options that they can choose from? If so, that's under Settings > Shipping and delivery and from there you can create 'General shipping rates', setup local delivery/pickup options...