How do I add a tracking number so the customer can follow the parcel?

First enable a carrier that can create shipments: the Shipping Carriers add-on, set up on Settings → Store Settings → Shipping Setup. Shiprocket, Delhivery, Blue Dart, UPS and Envia can create shipments and labels.

1. Change the order's status to Shipped with the status control. This is what sends the customer a shipped alert, if you use the Push Notifications plugin.
2. In the order's Fulfilment & Tracking panel, pick the carrier, enter the AWB / tracking number and click Mark Shipped, or click Create shipment via the carrier to get the number and a label.

Using Mark Shipped or Create shipment on its own also marks the order Shipped, but without the alert. USPS can't create labels yet, so it doesn't appear in this panel.