It winds up in the notes, either BKARDESC before invoicing or BKARHDSC after invoicing.

The line begins with the word "Tracking", so it is pretty easy to find, both by eye and programatically.  
 
I use PHP to pull the tracking numbers into a page and then directly link to either FEDEX or UPS tracking so that the tracking number is a link. I posted my first quick hack over on the wiki in the PHP section of the HOWTOs.
 
Grabbing this line with Crystal reports or MS Query is pretty easy, too. Just seach for the line number that contains the word tracking and grab that line for the report.