Here is a helpful guide that'll give you step by step instructions with visuals on how to "Split Orders into Multiple Shipments".
https://help.shipstation.com/hc/en-us/articles/360028798951-Split-Orders-Into-Multiple-Shipments
How to create a master tracking number with children
https://help.shipstation.com/hc/en-us/articles/360035969732-Create-Multi-Package-Labels