The Wii Shop Channel is not pre-installed on a factory-fresh Wii. It's a downloadable channel—and as of 2024, the service is completely shut down.
Note: System Menu 4.3 is the final firmware. If setting up a "new" used Wii, update to 4.3 via Internet (or offline via game disc updater), then install Homebrew Channel (Letterbomb/BlueBomb) for modern utility.