There are two main differences that pop out at me.
1) 'To shine' is when an object emits light that comes from another object. Metal can shine when light from the sun, or from a light bulb, hits it and reflects off of it. 'To glow' is when an object emits its own light. Headlights on a car glow, because they create their own light. A lighthouse glows because it creates its own light.
2) Shining *can be* harsh. Something that shines might shine bright enough to cause discomfort, or make you squint your eyes. Glowing is usually more gentle, like a soft glow. You *can* have an object that only shines slightly, and you *can* have an object that glows really brightly. What I described just has to do with the general connotation of the words.