Making Enviormental Maps is rather a involved process, but you can find a tutorial on it
here.
Once you've learned how to do that part, there is another tutorial that covers it for Age writing
here.
Please keep in mind that the GoW Wiki is still under construction and was just started up a few weeks ago, mostly to cover the new things that the new plugin can do. It takes time to make a instructive and helpful tutorial.
As far as making your objects "Shinny" keep in mind that textures you make in Blender will not be used by the Plasma engine, other than Images and Blending. It's a shame, I know, as Blender has some very powerful textures that you can make.
However, you can still give you object the apperance of being "shinny" in that, shinny means it is a highly polished surface that reflects light.
Making the enviormental map for it will definately give the illusion that the object is highly polished to the point of reflecting what in around it.
However, it will also depend on what images you used for you UV mapping of the texture, and how you have certain things set in the Materials section:
The sliders in the pic for Spec and Amb will definately help affect this (plus whatever lighting you've used).
Give the tutorials above a try and see what happens.
