First of all you will need XCC Mixer and XCC Mix Editor. They are available at
http://xccu.sourceforge.net
Cameos ( build icons ), which are single frame shp's, can found in language.mix->cameo.mix and in langmd.mix -> cameomd.mix.
Infantry, which are multi frame shp's, can be found in RA2.mix -> conquer.mix and RA2md.mix -> conqmd.mix.
The voxels ( and their associated hva files), Tanks, naval vessels, and aircraft, can be found in RA2.mix -> local.mix and RA2md.mix -> localmd.mix.
In XCC Mixer go to Launch -> XCC String Table Editor -> Red Alert 2 or Red Alert 2 YR, whether you are modding RA2 or YR. XCC String Table Editor is used to modify the ra2.csf and ra2md.csf files.
In XCC Mix Editor go to New then go to your RA2 folder/directory and name the mix file either expand(md)XX.mix or ecache(md)XX.mix ( don't include the ".mix" when you type in the name, because that causes the program to not work right ) the md is for YR only the XX is for the numbers 02 through 99 ( yes the leading zero is required ). Next you want to add files to the mix. You can go to import or you can use the faster method of "drag 'n drop" you can select files from explorer and drag them into the XCC Mix Editor window. Next press the "Compact" button, this saves and compresses the file, some veteran modders like to press the button 2 or 3 times "just to make sure".
SHP, VXL, and HVA files go into ecache's.
INI, VXL, and HVA files go into expand's.
In XCC Mixer there are 3 panels. When you open it up, you only see the left and right panels. In between the left and right panels is a separator that is split down the middle grab the right half of the separator and drag it to the right, thus revealing the middle panel. The middle and left panels work exactly the same. In both you can navigate to directories (folders) on your computer. They can both be at the same or different directories whatever is more convenient at the time that you are copying and or converting files.