Yes, a tracking numbers that is generated by Neto is stored on the related shipping consignment. It is also emailed to the customer once it is created. You can access an orders tracking numbers by drilling into the order and scrolling down to the shipping consignment section at the bottom of the order edit screen. You can also access tracking numbers from related shipping manifests (shipping > shipping manifests).
If you are not using Neto to generate shipping tracking numbers or consignments you can still store tracking numbers on orders in Neto. You can store them on "generic" consignments that you create in Neto (this will auto email customers the tracking number once added to the consignment). Generic consignments don't have tracking numbers generated by the system for this reason.
Alternatively you can store the tracking number in any one of the available custom order fields. In a simple operation this may suffice.
You can rename your custom order fields by going to:
admin > customisable fields > custom order fields
For example you can rename a custom field to "tracking number".