We have dealt with this display in the past so why don't you start by putting 'Sainsmart LCD2004' into the search box at the upper right and see what pops up. Pay particular attention to any information about pull-up resistors and I2C addresses and also about which library is recommended.
I've read about these things called Arduino Shields? Do I require one to use this LCD display?
I'd much rather wire it directly from the Arduino Uno to the LCD2004.
If you use the I2C interface you really don't need or want to use a shield.
Don