In the jungle:

Your E has no use against jungle monsters unless you need to proc your passive shield and your Q and W are on cool-down.

Your Q is vital, it is pretty self explanatory. It does a ton of damage and procs your passive.

Your W is really handy in the jungle. If you activate it at the right moment, right as a monster is attacking, it is possible to dodge 2 consecutive attacks with it, so practice that, it's really useful and makes it possible to clear camps without taking damage at level 3+.

Your R allows you to gank from anywhere. I always gank once or twice before 6, but after 6, especially when I'm stacking Devourer should I go that route, I find it possible to AFK farm and still keep a watchful eye on all three lanes and jump in when I need to.

One aspect of Shens new kit that you have to remember is that sometimes your sword is further away than it should be, which can result in delays on your Q,W, and passive shield. to counter this, Keep the sword nearby with your Q.