Shaw only made his league debut last year for Southampton, but he looks set to earn his first England cap.
"If you get a chance you have to give everything and try and impress the manager," Shaw told The FA's website.
"Hopefully I can do it this week."
He added: "I was quite nervous coming here first because they are all massive names and a few years ago I was watching some of them on the telly so to be talking and playing with them is great.
"The experience has been very good so far, we had the first training session on Monday. It was only a recovery session but I joined in, we did a little possession drill and that helped my confidence."
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