You download it, run shijima-qt.exe, import your shimeji and spawn as many of them as you want.
You can easily find many shimeji on the internet on websites like X, DeviantArt and Pixiv. You can also look them up on Google with a query like "<character name> shimeji". They're usually distributed as archives (i.e zip/rar/7z files). You can import them directly into Shijima without extracting them yourself.