We would never message your customers directly. If you are using one of our sales channel integrations to fulfil orders, any order confirmation or shipping emails should be sent by your e-commerce site e.g. etsy, shopify etc so you may want to check these are set up for your store.
If you supply the customer's contact details as part of the address, these are passed on to the shipping carriers so that they can message the customer if there are any delivery issues. We do advise adding these if possible to help ensure a smooth delivery process.