With Paypal express the work flow of the pages is:
the user adds items to the cart, they click the checkout button, this brings them to the paypal site where they login and select the payment method.
the user is then dirceted back to your site, to the pp_confirm.php page and they option to confirm the order. Shipping will not be calculated till the user goes from the paypal site back to the pp_confirm.php page.
If your not seeing the shipping on the pp_confirm page:
how are you configuring the shipping to be applied?
Using one of the shipping rate providers?
when you enter the products are you entering a weight? most shipping settings are weight based.
