By default, Shopify supports a limited number of tracking companies.  If Shopify supports your tracking company, you don't have to upload the tracking URL with your tracking number; Shopify will create the URL based on the name of the tracking company.  Here is the list of supported tracking companies Shopify supports.

Adding Your Tracking Company

Uploading tracking numbers for unsupported carriers is pretty straightforward.  Since Shopify does not support the tracking company, they recommend setting the tracking company to Other.   If you don't have the tracking company in your uploaded file, add it as the default tracking company.

Adding Your Tracking URL

Adding the tracking URL can be a bit more complicated.  If you have the tracking URL in your file, it's best to map it to the column in your file.

If the tracking URL is always the same, you can also add the tracking URL to the default tracking URL field.

Finally, if the carrier you're using wants you to provide the tracking number to the URL, you can set up a default tracking URL and click the Append Tracking Number To URL configuration option.  You can read our documentation on how to set this up here.