I don't think it needs to be present all the way through the order process, but it shouldn't be a surprise at the end either.
I also like to keep the checkout process as clean and free of visual distractions as possible. The order could consist of dozens of items, if you're showing the full order on every page of checkout that could get very cluttered.
If the first screen that initiates the checkout process shows the full order details (as much as you can show - you may have variable devivery costs do can't show the full fee here) that the user has to accept to proceed then you've given them as much detail early on as you can, minimising the surprise factor later.
At each stage of checkout you can show a running-total for the total cost, so when you are selecting the delivery charge don't only show the fee itself but the amount + order to get a full cost too. Doing this keeps the user in the picture throughout the process, doesn't overwhelm them with data and helps keep the order process as simple as possible.