Incoming dispatch advice

You send from Shipment. Below is the activity description from the documentation:

Some additional info to my previous comment. You need to connect the Shipment Order to a Shipment, and then run the shipment flow until delivered. Then you can send the DIspatch Advice for the shipment of the Shipment Order. In the activity description above you can see the needed setup e.g. adding message class DESADV to the company.