This is a complete shoulder workout routine that targets all 3 heads of the deltoids. Seated DB presses for overall mass, then side lateral raises for side delts, bent over flyes for rear delts, & plate raises for front delts.
For each exercise in this workout start off with 1-2 light weight warm up sets. Then do 3 heavier working sets of 10 reps for each exercise.
Rest 1-2 minutes between sets.
You should train your shoulders once a week. The deltoids come into play a lot during your chest workouts, back workouts, and arm workouts. So you don't need to do direct shoulder training any more then once a week.