The freight price that is being charged to the customer (including markup) is listed on the sales order freight line under the Unit Price column.
Your actual freight cost is saved on the sales order freight line under the Unit Cost column. This column does not appear on the sales order by default; personalize the page to see it.
If you have a freight price rule setup to Don’t Add Freight Charge, there is no line added, and you can not see your cost. To see your costs when not invoicing, change the freight price rule to Add Actual Freight Cost with a 100% discount.