There is no such feature in Kentico, but it should not be a problem to custom implement it. You can extend the Shopping Cart and Order classes with custom fields, and then fill those fields with the shipping information using a custom checkout web part. Here you can edit these classes:
Development -> Modules -> E-commerce -> Classes
As long as the fields have the same name, they will synchronize between Order and Shopping Cart objects.
The checkout process in Kentico requires a valid shipping option unless you use products that do not have Needs shipping set. If this is not possible, then you will need to define a placeholder shipping option for your Customers to select. You could for example only make your custom shipping web part visible, if this placeholder option was selected.