Can I configure shipping costs in EffectConnect?

If the marketplace supports shipping costs, you can set this when configuring the channel. Can't find an option to set shipping charges when configuring your channel? Then you may still be able to set it in the marketplace itself. 

If you have a marketplace that expects free shipping for your products (like bol.com), you can increase your prices in EffectConnect, to cover your logistics costs.

You can do this by increasing your prices. How this works, you can read here.