Hello,
With WC Vendors free, If you use WooCommerce shipping and the Per Product shipping plugin, the shipping should be sent to the vendor and also shown in the emails.
If you use another shipping method, it’ll be sent to the admin only.
We have Vendor Shipping in WC Vendors Pro. But for WC Vendors free, to enable the shipping sent to the vendor and not the admin you must use WooCommerce rates + Per Product Shipping.