If you use
Dropified app then a tracking number is not required to sync costs and costs will show up for each order if you enable the setting called "Save AliExpress Order ID as a standard Order Note".

If you use Oberlo or a different service, a tracking number must be reported back to Shopify (this typically happens automatically when an order is shipped). In this case, we highly reccomend you enter product costs under Data Warehouse -> COGS Data as we will fall back on these numbers if an order is not yet shipped.