Welcome, Oliver.
It's a paraphrase of Lewis (and not a particularly good one). The only place he specifically mentions the term 'Shadow-Lands" is in The Last Battle. It roughly refers to his take on Platonism, especially as it relates to Christianity. To find out more, you might read The Great Divorce. Outside of Lewis, you might read Plato's The Republic, especially book 7, and the Book of Hebrews in the New Testament.
Hope this helps.
Selah,
Sven