How do you download iTunes to the iPod Shuffle?
may be you already know that, itunes is used to manage i pod,
you should install itunes on your pc, to manage your ipod.
You can't, and there's no reason to do it, either. iPods are designed for storing and playing music files; they're not meant to be used as portable drives for application programs. It is/was possible to use the larger iPods for this, but I see no evidence that the Shuffle could be used for that.