It depends on the shipping solution that you use. There are shipping extensions, which calculate the shipping price, depending on the deliver method.
For example - this one: www.magentocommerce.com/magento-connect/webshopapps-matrixrate-1-multiple-table-rates-extension.html
There plenty of others. I could offer a couple of other suggestions, if you'd like.
I want shipping price for individual product. not depending country,state or anything. for example one product's shipping price is $5 but another one product's shipping price is $8. How to give shipping price for individual product?.
You can add shipping rate for each product instead of shipping prices because it is more flexible and easy to adjust.
Shipping Rate per Product Extension is the best solution for this case:
Refer this extension Flexi Shipping Fees For Magento 2
You will get an idea, that how to add shipping price for all individual product.
This extension helps you to set shipping fees on product parameters like weight, price, quantity, category, attribute set, specific countries, zip code, date range and customer group.
You can also check out this extension - https://www.magentocommerce.com/magento-connect/shipping-per-product-by-amasty.html
It will let you to: