From the Posted Sales Shipment page you can check to see if a Consignment already exists for this Sales Shipment. You do this by selecting Related, Consignment, Consignment Lines from the action bar.

This displays the different Consignments where lines from this Sales Shipment are included. You can jump to the Consignment directly by using the Show Consignment action on this list view.

If there are no Consignment Lines shown then it indicates that the Posted Sales Shipment has not yet been consigned. You can process quickly by selecting Actions, Create Consignment from the Posted Sales Shipment card page. This creates a new Consignment and consigns all of the items on this Posted Sales Shipment.