"to enjoy" means to like something that you are experiencing. If you are eating your favorite food you are enjoying it. If you are reading your favorite book you are enjoying the book. A show is a performance or a tv program. So "enjoy the show" is something that a host might say at the beginning of a talk show program or a performance. It can also be said ironically as when someone is staring at you: "Are you enjoying the show?"

Thank you :)

have fun! Or Hope you like it! c: