From Halopedia, the Halo wiki
The Shadow is a bulky, heavily-armored vehicle and as such is able to take an immense amount of punishment before succumbing to damage. The Shadow may endure multiple internal explosions that rock its entire chassis or lift it from the floor while under intense fire. However, it will continue moving in spite of this.
It is advisable to focus all attention on the driver of the Shadow as this will stop the vehicle in its tracks. Often, the gunner of any vehicle should be dealt with first but due to the exposed nature of his position, the Shadow's gunner poses little problem (the Shadow's gunner will fire at a slow rate. Though if you hop into the gunner seat, the rate of fire is increased dramatically after firing over a period of time). The turret has the capability and comparable power of a Phantom's guns, but has a higher rate of fire and a further effective distance.
Once incapacitated, the Shadow will drop its cargo on the ground. Like most Covenant vehicles, the Shadow, once taken down, will experience a secondary detonation. This is by far the largest of all such critical damage reactions of any Covenant vehicle (excluding the Scarab), resulting in an immense explosion. The explosion has the ability to catapult the vehicle into the air, sometimes even culminating in a roll-over.
Unlike almost all other land-based vehicles in Halo 2, the Shadow is not a pilot-able (except the turret) vehicle for the player. This makes it only useful as a placed turret, albeit a very powerful one. The Shadow is exclusive to the level Outskirts, where John-117 must destroy a convoy of them. The turret functions similar to the Covenant Shade plasma turret, but with one difference: it "spins up" to an extremely high rate of fire when used continuously, similar to the human turrets.
The Shadows in Halo 2 are always seen transporting Ghosts, never infantry, but the seat bearing Shadows can be unlocked via a modded Xbox. It was discovered to be a drivable vehicle in the Halo 3 Beta code, although Shadows are never encountered in Halo 3.