The shipping section and associated fields will only show up on the core checkout page if the product has been configured as a shippable item. Otherwise, this section will not display because there's nothing to ship.
The Checkout Core Page is a dynamic page. It changes based on the information embedded in purchase link SmartTags. Each MM_Purchase_Link SmartTag is associated with a product, membership level or bundle.
If the product has been configured as shippable, then you should double-check that the [MM_Form_Section type='shippingInfo'] and [/MM_Form_Section] are surrounding the shipping section on your checkout page.