Could you share a bit more detail on what you mean or where you are looking?
Both the .gltf and .vox files include the sword and shield already equipped to the character in the downloads. Let us know which specific file format or software (like Dae, Gltf, or Vox) you are using, or if you were expecting a separate standalone mesh file for the shield, so we can figure out what's going on and get it sorted for you!