Hello Henrik,
When a Vendor then creates a new product he has to decide what "Wharehouse" this product should belong to. Should customer only be able to pickup product? Or can customer get this product shipped?
If you only have shipping methods restricted to defined warehouses then yes, your vendors will have to choose to which warehouse their products will belong to.
Regarding your customers it will actually depend on what you want to do and how you configured your shipping methods, Hikashop will just handle the shipping price definition regarding the order and also the payment of that shipping price.
Question: Is there a way to set default Wharehouse to "Pickup only" when my vendor creates a new product?
There is actually no option to do that so it will probably require some code customization.