This example selects all the shapes in the active document.
ActiveDocument.Shapes.SelectAll
This example selects all the shapes in the headers and footers in the active document and adds a shadow to each shape.
With ActiveDocument.ActiveWindow
.View.Type = wdPrintView
.ActivePane.View.SeekView = wdSeekCurrentPageHeader
End With
ActiveDocument.Sections(1).Headers(wdHeaderFooterPrimary) _
.Shapes.SelectAll
Selection.ShapeRange.Shadow.Type = msoShadow10