If you're using a shipping module such as the Australia Post Calculator your products will need to have dimensions added to them.
To add a dimensions 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 Dimensions and add your products Length, Width and Height. You can also set a length class, e.g., Millimetres.
