Hobby servos are the easiest way to get going with motor control.
They have a 3-pin 0.1" female header connection with +5V, ground and
signal inputs. The motor shield simply brings out the 16bit PWM output
lines to two 3-pin headers so that its easy to plug in and go. They can
take a lot of power so a 9V battery wont last more than a few minutes!
The nice thing about using the onboard PWM is that its very precise
and goes about its business in the background. You can use the built in
the servos is easy, please read the official Arduino documentation for
how to use them and see the example Servo sketches in the IDE.
Power for the Servos comes from the Arduino's on-board 5V regulator, powered directly from the USB or DC power jack on the Arduino
. If you need an external supply, cut the trace right below the servo pins (on v1.2 boards) and connect a 5V or 6V DC supply directly. Using an external supply is for advanced users as you can accidentally destroy the servos by connecting a power supply incorrectly!
When using the external supply header for servos, take care that the bottom of the header pins do not contact the metal USB port housing on the Arduino. A piece of electrical tape on the housing will protect against shorts.