You cannot go to Shambhala for it is not a place. The Kingdom of Shambhala exists in the hearts and minds of the Shambhala warriors. The Shambhala Warrior
Chögyam Trungpa has written an interesting book “Shambhala: the Sacred Path of the Warrior ” which tells of a pre Buddhist Tibetan religion of the Shambhala Warriers. There is a good page describing the ideas of the book here Shambhala the Path of the Warrior. See also WikiPedia.
The Rigden is the Kings of Shambhala and they match the Bodhisattva’s of Devachan:
“The imperial rulers of Shambhala, who are called the Rigden Kings, are inhabitants of the cosmic mirror. They are referred to as ultimate drala. When you contact the wisdom of the cosmic mirror, you are meeting the ultimate dralas, the Rigden kings of Shambhala. Their vast vision lies behind all the activities of mankind, in the open, unconditioned space of mind itself. In that way, they watch over and protect human affairs, so to speak. This is quite different from the notion that the Rigdens are living on some celestial plane, from which they look down at the earth.” Taken from here by Chögyam Trungpa.
And more here Shambhala Lineage, by Chogyam Trungpa:
Fundamentally, the notion of lineage in the Shambhala teachings is connected with how the wisdom of the cosmic mirror is transmitted and continued in human life, human existence. The quality of the cosmic mirror is that it is unconditioned, vast open space. It is an eternal and completely open space, space beyond question. In the realm of the cosmic mirror, your mind extends its vision completely, beyond doubt. Before thoughts, before the thinking process takes place, there is the accommodation of the cosmic mirror, which has no boundary—no center and no fringe. As we discussed, the way to experience this space is through the sitting practice of meditation.
Experiencing the realm of the cosmic mirror gives rise to wisdom—the wisdom of vast and deep perception, beyond conflict, which is called drala. There are various levels of experiencing drala. The primordial or ultimate level of drala is experiencing directly the wisdom of the cosmic mirror. When you experience that wisdom, then you are contacting the origin of the Shambhala lineage, the source of wisdom.
So, when you contact the wisdom of the cosmic mirror, you are meeting the ultimate dralas, the Rigden kings of Shambhala. Once having made a connection to ultimate drala, it is possible for the primordial wisdom and vision of the Rigden kings to be passed down to the level of human perception. The vastness of perception can be captured in simplicity, a single perception, on the spot. When we allow vastness to enter our perception, then it becomes drala; it becomes brilliant and luminous—magical. When we have this experience, then we are meeting what are called the inner dralas. The inner dralas are empowered by the wisdom of the cosmic mirror, the Rigdens, to manifest brilliance and elegance in this phenomenal world.