Hi Ryan,
In broad terms, "shade" is what you seek for protection from the weather elements while "shadow" is a phenomenon of darkness you observe when light is blocked by an object.
Things that can provide shade (protection) include a large tree, a building or anything that can shield you from the hot sun or violent wind.
Things that create a shadow (patch of darkness) include an opaque wooden board or a piece of translucent frosted glass blocking a ray of light. Shadows can come in different shades (eg darker shadow vs lighter shadow). Shade can come in many forms and sizes (eg a smaller shade under an umbrella or a large shade inside a mall.
Hope this helps.
Cheers, Lance