The free shipping option in the pricing step during product push gives you the ability to publish that product on your storefront with free shipping.
By ticking the box next to Display my product with free shipping, your product's shipping information will say "Free shipping."
On Shopify's end, we'll automatically assign your product the “PRINTFUL: FREE SHIPPING #PF-FRGFREE” shipping profile, which will apply for shipping to all destinations.
To see which of your products has the free shipping profile assigned, head to your Shopify shipping settings and open the “PRINTFUL: FREE SHIPPING #PF-FRGFREE” shipping profile. If you do want your customers to pay for shipping, you can remove products from the Printful's free shipping profile and assign them a different profile.
While your customers won't be charged for shipping, you still have to make up for the costs because Printful will charge you. Consider pricing your products a bit higher to earn a profit and keep the free shipping selling point.