If it says free shipping, it really, truly costs nothing. If it lists a price for shipping, the winner pays the seller that amount. There will be a link provided so that the winner and seller can email each other. There is a link at the bottom of this page that says contact us. If you click on it, you can ask listia questions directly. They answer fairly quickly.
I am not sure I understand your question. If it says free shipping then it is free to you; the seller has agreed to pay to ship it to you. Once you receive it, you go to the auction page and click on the I got it button. Then you can leave feedback. And that is it. Were you wanting them to do something other than ship to the person with the winning bid for free?
Yes, after you have provided listia with a shipping address. After you win, you need to go to that auction page and click on your address to send that info to the seller. I also send the seller a email to let them know. I don't know that that is strictly necessary, but I am big on communication. : )