Shane appears in Vampire Academy when Rose finally beats her first hand-to-hand pairing against him. He takes it good-naturedly, one of the few to applaude her performance. He gets along fine with Rose. 
In Frostbite, Shane and Mason share a room at the resort and Rose finds him in their room when she's searching for Mason (This is likely the same Shane, but his last name is never specified). He's one of the students that wants to see Rose's new molnija marks at the end of the book. 
In Shadow Kiss, Shane Reyes is assigned to a Moroi girl to protect against the teachers who are pretending to be Strigoi. He was the first one of the day to be tested, his Moroi being "attacked" by Emil. Shane and Emil face off, Shane winning. Shane shortly after helps another student, Ryan, against the "Strigoi," Dimitri, who they manage to beat. Shane brings alcohol to the school. Later, he's with Rose when the Strigoi attack.