nopCommerce 3.5 Where is the Packing List?

If you are pushing your product data directly to the nopCommerce 3.5 database or you are entering the products in manually you have to set the "Shipping Enabled" setting.  The difference in nopCommerce is that the package is designed for products that require shipping and those that don't (i.e. digital downloads).

Shipping Enabled - Setting it manually.
Administration > Catalog > Products > Manage Products...about half way down the page you will see a checkbox "Shipping Enabled".  Make sure this is "Checked".  If it is not then the Packing List functionality will not show up for orders of that Product.

Shipping Enabled - Setting it in the database.
dbo.Product.IsShippingEnabled (bit) = 1

...once you have done this...place a new order with the item in it...
Administration > Sales > Orders > (Right Side) "Edit" the order > "Shipping Info" Tab > "Add Shipment" > Save and Continue > ...the "Print packaging slip" button will appear at the top right hand corner of the screen.  If you click it, it will generate a PDF of the packing slip.

The packing slip can be modified through code... \Libraries\Nop.Services\Common\PdfService.cs or see the discussion here.