Simply click on a Shard to use it on a piece of armor. Do this once for EACH PIECE of armor.
DO NOT use the same type of shard on multiple pieces. This is NOT NEEDED, and results in doubling up of the protection spells that the sharded armor provides and is a waste of the Armor AND Shards.
To dye Sharded Shadow Armor, visit Miko Li, Jojii Adherent at 83.3S, 47.2E in Kara. Hand her the appropriate vial for the color of dye you want (scroll down for screenshots):