If you sell digital products then you’re not shipping anything. You can autocomplete your orders using the following code:

functions.php

/**
 * Auto Complete all WooCommerce orders.
 * http://docs.woothemes.com/document/automaticaaly-complete-orders/
 */
 
add_action( 'woocommerce_thankyou', 'custom_woocommerce_auto_complete_order' );
function custom_woocommerce_auto_complete_order( $order_id ) {
	global $woocommerce;
 
	if ( ! $order_id ) {
		return;
	}
	$order = new WC_Order( $order_id );
	$order->update_status( 'completed' );
}