fIRST TIME VISITOR? READ THE FOLLOWING BEFORE YOU START!
There are many ways to do shadowing, and its efficacy depends on, at the very least,
1) your English level;
2) what your short term goals are; and
3) what your pronunciation/fluency objective is.
Due to sometimes radically different tone, stress, accent, rhythm, loudness, intonation pitch & Pausations [TSARLIPP*]of English to those in your language, you may have to listen and repeat many times until you have "got it".
In my continuing studies of Vietnamese now ( also Chinese and Japanese both now & before ) it is not uncommon for me to have to repeat a sentence 20 times.
I DO IT until I can ALMOST FEEL the sentence.
My humble advice is that you do the same.