Import Shipping module is custom configured for your workflow.
If the tracking data is coming back before the invoices are inserted, it must update the orders.
If the tracking data is coming back after the invoices are inserted, it must update the invoices.
For an extra customization fee, it can be made to do either depending on the situation, but this is not standard.
If the Invoice will be updated, it can look it up the invoice by Order Number (IN_ORN), Pick Ticket Number (IN_PICK_NUM), or Invoice Number (INNUM).
You also need to decide where the tracking number will be stored. BOL field is normal, but some clients put it in the Invoice memo also.
Will shipping charges be imported? If so, they must update the order, or if the invoice is inserted, the invoice must not be posted.