Orders in pending status indicate an issue with the customer's payment method. They should not be shipped, even if a buyer contacts you directly to provide a shipping address. (No shipping address is provided in your seller account until an order is in a shippable status.)
Remember, only ship orders to the shipping addresses provided in your seller account!
Pending orders will not have confirm and cancel buttons in Manage Orders, and they will not appear in Order Reports. Once an order is in a shippable status, the confirm and cancel buttons will appear in Manage Orders and the order will appear in both the Order Report and the Unshipped Orders Report. At that point, the order should be shipped and the shipment confirmed in Manage Orders or with a feed.
For more information, search on "pending orders" in seller Help.