I have the read the guide about freight-in but if I buy from Company A, and ship with company B. what is the best way to record it ?
Read the Guide again. The situation you describe is addressed in the last topic, Entering separate freight-in charges. Enter one payment or purchase invoice to Company A to record the purchase of the inventory items. Enter a second payment or purchase invoice to Company B to record the freight.
the shipping company is not involve in the transaction as I see.
They are not involved in the transaction of purchasing the item that was shipped. But they certainly are involved in the transaction of charging you and being paid for the service they provided. That is why you need to enter the separate transaction in Manager.