There were some mods for Shogun made back when it was popular. I think you can find them here in the downloads area of the main website (not the forum, the website). Installation procedures vary from mod to mod I would think, but hopefully there is a readme.txt file included with each that will explain what to do. Given that the glory days of Shogun are long over, I seriously doubt you will find any guides written specifically for the mods. But Froggie has written very nice guides for MTW and STW (see the Guides forum).
You might check E-Bay for the Brady Shogun guide. It's very hard to find these days. If you have specific questions, I have it, so ask away. Froggie's guide might provide you with the information you are looking for from the guide, so check it out.
The Samurai Wars mod that has been talked about a lot lately is actually a mod for Medieval: Total War. It revamps MTW to look and play like STW. The most recent thread where it has been discussed is here
Hope this helps. Good luck.
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