Have you visited the shorewall site?
It is really quite well organized if you know what to look for.
Start with the Documentation link in the LH pane.
Then choose the quick start, the examples, etc that correspond to your set up.
Then go to the download mirrors and get the rpm and the doc file.
As with most things in Linux you cannot just click a button and have it happen (annoying but there it is.) You have to read up a bit, get a minimal amount of understanding and do some small amount of work. Fortunately the shorewall author has clearly explained what you need to do, so once you get on the right track it is clear sailing.
Here are some links I found on the shorewall site, in less than 3 mins of looking. But I urge you to visit the site itself, and navigate through the frames, since you will prob spot something of interest to you as you do so.
Start of shorewall page.
+++++++++ Here is a quote from one of the doc pages +++++++++++
The configuration files for Shorewall are contained in the directory /etc/shorewall -- for
simple setups, you will only need to deal with a few of these as described in this guide.
Tip After you have installed Shorewall, download the two-interface sample, un-tar it (tar - zxvf two-interfaces.tgz) and and copy the files to /etc/shorewall (these files will replace files with the same name).
As each file is introduced, I suggest that you look through the actual file on your system --
each file contains detailed configuration instructions and default entries.
+++++++++++++ end quote +++++++++
Filenames to get on mirror