WATCH: Man United beats Forest to reach Carabao Cup final
A 2-0 victory at Old Trafford on Wednesday resulted in a comfortable 5-0 aggregate scoreline in the semi-final against Nottingham Forest, booking a date at Wembley against Newcastle United on 27 February (AEDT).
It hands United the chance to end a six-year trophy drought, having not celebrated success since an Carabao Cup and Europa League double in the 2016-2017 season.
The victory, secured thanks to second-half goals from Anthony Martial and Fred, also continues United's resurgence under the guidance of Erik ten Hag, but Shaw believes it is a meaningless accomplishment unless the trophy is lifted.
"There's no point going to a final if you don't win it," he said.
"It's a massive opportunity for us, it's where we want to be, playing in big games, in big finals, getting this club back to where it should be, challenging for trophies.
"We've now got a big one against Newcastle. They're an extremely good team and it's going to be a very tough game, but it's a big moment for us in where we want to go."
United has come close to success during recent years, including losing in the Europa League final to Villarreal in the 2020-2021 campaign.
Bruno Fernandes, who captained United and played a full part in the second leg against Forest, is hoping for a better return this time.
"It's obviously really good. For me, it's been three years at the club, we reached one final and, unfortunately, we didn't win that one," he said.
"But now we have another chance. Before that, there are a lot of games coming so we have to focus on that.
"I'm really happy for the performance of the team, for the goals we created.
"We had more chances and we could have scored more but I think they defended very well. It was tough to get into their defence but we did it, we won and we've got into the final."