You have your routes from starting point to end point in your deliveries,
when you create the shipment with VT01N then the user can select whatever he wants to combine. If all routes are equal then SAP will copy the route from the deliveries to the shipment. If there a different routes in the delivery, then the user has to enter (or to overwrite the proposed route) in the shipment when he sets the first status planned.
A route for the shipment can then be the route which has the longest distance between the starting point and end point, or a totally different route which just defines a region or a number of transport days.