You can select several ways for buyers to choose how they are going to have their item sent to them.
Let's say you want to offer USPS (no tracking included) and FedEx (tracking included) for a buyer in the United States. You can make both rates under your shipping rates section and apply them to whichever items you like. This is how it will look in your options:
Here is what it looks like when I look at shipping tab on my product page:
Here are what two options look like at checkout:
Some forms of shipment do not offer tracking codes. Another option you have is to write "No tracking available!" or something similar as a note on your description so buyers understand which they are choosing.
It will show up for buyers on your product page, under the shipping tab, like this: