By default Shopify will make your products "shippable" meaning it will ask for a shipping address. In this guide you will see how to disable shipping options for a specific Shopify product.
Steps to disable shipping for your digital product on Shopify
In Shopify Admin dashboard look at the left panel and click on Online Store.
Click On Products.
Click on the product you want to disable shipping options on
Scroll down and un toggle This product requires shipping