You can use the usual attributes to group images together (
rel), give images a caption (
title) et cetera.
The only thing I had to figure out to make the script work was that it uses
document.write() to load its' dependencies, so you can't initialize Shadowbox in jQuery's
$(document).ready() (at least not easily). The initialization script must be put in HTML document body, as in:
See my simple test of Shadowbox.