There are several distinct cases for electromagnetic shielding, which will affect which simulation software would be most suitable:
Electric
For low frequency or static shielding of electric fieds use ELECTRO for 2D/RS geometry or COULOMB for analysis of a full 3D geometry.
Magnetic
For low-frequency or static shielding of magnetic fields use MAGNETO for 2D/RS or AMPERES for analysis of a full 3D geometry.
Magnetic with Eddy Current Effects
If there are significant eddy current or skin depth effects from conductors in the model the simulation software to use are OERSTED (2D/RS) or FARADAY (3D).
High Frequency
If the frequency is high enough that the wavelength is comparable to the geometry in size, then use SINGULA (3D simulation) as CAE software.