Well I don't have this shield but from the schematic I would:
Set the Vmot jumper to external, all the other jumpers to D5-D10.
The way it works is you have to use D2,D3,D11 and D13 to drive the shift registers on the shield to set the stepper drivers.
You have to set /Sleep and /Reset to 1, MS1-3 to the stepping mode you want (for example 010 for 1/4step), /En to 0 then use D8-D10 to set the direction and send pulses on D5-D7 to step the motor.
I'd start by writing some code that can control the shift registers before connecting anything on it and when it's working just connect the motors and the power supply.
Good luck.