ShotGrid - Website - Creating scenes and shots
Created projects show up on nfa.shotgunstudio.com. Clicking on a project takes you to that project's main page. From there you can click on Shots to go to the shots page.
Creating a new shot can be done by clicking the blue Add Shot button. A new form will appear which you can fill in. This is the form where you can create a new scene as well if it doesn't yet exist:
You should fill in the Shot Name, Sequence, Task Template and FPS fields. The rest you can leave blank as it's filled in automatically when you ingest footage through Hiero. You can now click Create Shot!