The Shephelah was a main and important region during biblical times. It is the gateway to Jerusalem and other big cities in the mountains, such as Hebron and Bethlehem, and there were many important cities in the Shephelah itself, such as Beit Shemesh and Gezer.
It was also the main battleground between the Israelites, who sat in the mountains, and their arch enemies the Philistines, a greek nation that invaded from the sea and conquered the coastal plains of Israel. One of the most famous battles in the world, the battle between David and Goliath, took place in Valley of Elah, one of two main valleys in the Shephelah (along with Ayalon vally).
During the israeli war of independence, the Shephelah was the main battleground between Israeli forces, who tried to break the road to Jerusalem, and the armies of Jordan and Iraq, who tried to reach the coastal plains and conquer the temporary capital of Israel, Tel Aviv. In the end, The line of truce between Israel and Jordan passed mostly through the Shephelah. During the six days war in '67, all of the western bank of the Jordan river was conquered by Israel, including the Jordanian Shephelah and the mountains of Judea and Samaria.
Like in the rest of Israel, each main route is marked with 3 different colors, and you simply need to follow those 3 colors as they appear on rocks and trees throughout the route and tell you in which direction to go.
If you go to a place that crosses the green line (the line between the west bank and the rest of Israel), It is highly recommended to coordinate your trip with the Israeli army, hire an armed medic, and keep away from large Palestinian cities. If you are going on a guided tour with another group, they will probably hire the medic and coordinate the trip for you.