if you want to have form fields to enter the shipping address, check that box, it doesn't have anything to do with the shipping rules.
as for express checkout, it is a real time system, so does not need an IPN page, sending the email and saving to the database can happen on the same pages that processes the transaction, is the result is known in real time.
as for saving order to the database and sending emails, those can be configured in the checkout wizard.