Beginner of Arduino

um, the one written jumper? I haven't touched it before

this is the link to the motor

2.3ohm coils and 2Amp coil current.
Wrong choice for that DC motor shield.
The motor will try to draw 12 / 2.3 = 5Amp, which will burn the supply and/or the shield.
That shield is only capable of driving a 35ohm stepper from Adafruit.
Leo..