A common reason why you have not seen anything show up yet on our side might be related to the Shippo account status.
For some recently created Shippo accounts we receive from Shippo the following message for your account "Your account has been suspended. Please reach out to [email protected] to re-activate your account.".
In the Shippo dashboard itself there should be a chat widget (if not look for a support link). Check in with them what the issue is with your account. This is usually resolved quickly by the Shippo team and the account then ready to create labels.