A shield fits on top of standard boards like the Uno. Some shields just give the pins used in a more convenient layout, such as sensor shields which gives you all pins with 5v and ground together so you can use a cable with 3 wires in it, or a screw shield that you can connect wires via screw terminals instead of soldering or just using a female header. Some shields provide specific devices, such as an LCD screen or networking. Basically it is an extension board.