Shade is the general dark area that is protected from the sun:
It's so hot out - let's sit in the shade.
We brought an umbrella to the beach so that we could have some shade.
A shadow is the "shape" of an object or person that blocks the light. You can only have "shade" from the sun, but you can have a "shadow" from the sun OR other types of light, such as electric lights or candlelight.
My dog is afraid of his own shadow.
A lunar eclipse occurs when the moon passes through the earth's shadow.
We can also use the word shadows to refer to a dark area in general:
He jumped out from the shadows of the basement and scared me half to death.
The road in Taihang mountains was built by local villagers: it took five years to finish the 1200 metre long tunnel which is about 5 meters high and 4 meters wide. Some of the villagers died in accidents during construction; undaunted the others continued. On May 1 1977 the tunnel was opened to traffic. It is located in the Taihang Mountains in the Hunan Province of China.