Shadowing is simple to describe: listen to speech and reproduce it as closely and quickly as you can. Done properly, it is much more than repeating after audio.
Shadowing forces detailed listening
Passive listening lets you miss small sounds without noticing. The moment you attempt to reproduce the sentence, those gaps become obvious. Where did that syllable go? Why can the speaker fit the phrase into half the time you need?
It trains timing as well as pronunciation
Languages have characteristic rhythm, stress, reductions and transitions. Shadowing gives the mouth repeated experience following those patterns rather than producing each word as an isolated dictionary item.
Understanding should come first
Blindly imitating incomprehensible audio has limited value. The strongest practice uses language whose meaning and structure are already reasonably clear. Attention can then move toward sound, rhythm and execution.
Use short material and repeat it
A manageable passage can be read, listened to, shadowed slowly, shadowed at normal speed and revisited later. Accuracy matters more than surviving a long recording once.
Shadowing works because it closes the loop between what the ear detects and what the mouth can reproduce.