For an Order there will be multiple products. It is not necessary that all the products will be received to the customer in a single day. So in such a situation how can the customer get to know their products tracking details. Can any one say relation of how these Order-Shipment-multiple products related.
The term you are asking for is called "Split Order". In Split Order functionality, an order with multiple items is split into multiple separate orders.
Each such order is then trackable individually.
There are many extensions available for split order functionality.
Below are some of the extension links: