If you're using a shipping module such as the Australia Post Calculator your products will need to have a weight added to them.
To add a weight to your product go to the menu Products > View Products > You will now see all products available in your store.
To edit a product click on the "pencil icon" next to the product. Now click on the tab Specifics.
Scroll down to the section Weight and add your products weight. You can also set a weight class e.g. Gram