Thank you for your response. 

The problem with that document is it does not tell you how to set up product routes.  For example, in Odoo 11CE if product route buy and drop ship is checked, no delivery order will generate.

Currently, if If a product is set to anything other than Buy, nothing happens. 

Hello,

while you enable the route Dropshipping and into sale order line if you select the Drop Shipping rule and when you confirm the Sales order it will Generate the RFQ (purchase order). While you confirm the RFQ, the purchase Receipt(incoming stock) will generate and that directly delivery the product to the customer location. and also that receipt link with the SO.

for more details about the Drop shipping follow the link.: https://www.odoo.com/documentation/user/11.0/purchase/replenishment/flows/dropshipping.html

i hope this will helps you.