It's something that comes as a side effect of the manifestation power. Most (but not all) spirits have the manifestation power, so most (but not all) spirits have ItNW too. Of course those spirits that are purely astral are truly immune to mundane weaponry!
The only spirits that can physically BE shot but lack the ItNW power gained thru Manifestation are those spirits that can somehow become physical by some other method (like Possession). Of course they'll also have ItNW if it's explicitly called out... but if it's not then they don't.
