How do you get Shadow in Super Smash Bros.. Brawl?

You can't get Shadow in Super Smash Bros. Brawl. Shadow is a character from the Sonic the Hedgehog series and does not appear in Super Smash Bros. Brawl.

Shadow first appeared as a playable character in Super Smash Bros. Brawl's successor, Super Smash Bros. for Nintendo 3DS / Wii U.

If you're looking to play as Shadow, you'll need to play that game or a later installment in the Super Smash Bros. series.