The sku is meant to be an internal reference for anyone managing the PowerStore, when you see the details of the order the items are related to the order based on the order id. The sku and item id are recorded in the details for an order so that you can make use of these details whenever referencing the order details for a particular order. When it comes to the other internal tables and how they relate to the items the id is used for this relationship and not the sku.
The users entered information for the billing details are not retained in your store, just the basic user info if they choose to register a new user at this time. The billing info is sent to PayPal for them to process, these details are not being stored. Any of the other information that is specific for the user is stored in the db on the confirm page using a store order summary server behavior.
The admin back end pages were crafted using DataAssist so you can use this to edit the pages there or add in some additional things. If you want to update your orders to add in a checkbox for shipped you would first need to ensure that you had this column in your orders table, then you can add in a checkbox form element to the udpate page and edit the update server behavior to use this new checkbox for the shipped column.