Hi Joey,
Indeed, extra configuration is needed to use the express delivery tabs. Please review this link:
http://help.sap.com/saphelp_erp60_sp/helpdata/en/a7/1cbf53d25ab64ce10000000a174cb4/content.htm
Besides this, if you want to track you delivery, functionality is available for it in the shipping documents. For this you need to implement transportation in ECC (partly).
Good luck with finding out how it works.