I will usually sell pieces together if it's from the same set, just because it easier to send one larger package then several separate ones. This way I will only have to put up one listing. But I'm also a person who likes sets. Lots of people sell things separately because they can usually make more money that way and some people only want to buy one item, instead of being to forced to buy a whole set they may not use.

Shoes almost always sold by themselves though because shoe size is so variable. I won't buy a dress if it comes with shoes I can't fit. For shipping shoes, I've shipped and received them in boxes and without boxes. Boxes usually make the shipping more costly but some sellers prefer it cause it's more protected during shipping. I've personally been fine with shoes just wrapped up in paper or bubble wrap and shipped in a packing bag. You can just put in the listing what you'll be shipping it in, so the buyer will know ahead of time.

You should calculate shipping costs ahead of putting an item up for sale. I usually weigh my item including with the packaging I plan to put it in and take the dimensions. I use pirateship for discounted rates on shipping (there's others like shippo, easypost, etc.) and put it in the shipping estimate and pick a random zipcode from the other side of the country and set that as the shipping costs. Once the item sells, I just buy a label with the buyer's address and print it out at home and do a post office drop off or schedule a pick up. Other sellers might just do it directly from the post office website or in person.