Western Shire is a desolate location to the South of Neo Sushi Island and the Elven Lands. It's connected by a guarded bridge to the Castle Shire and only those with a Royal Pass are allowed to enter, as Orcs and ferocious Wolves roam these lands.
The heroes cross the Shire during chapter 4, once they have freed the princess from Orcus Lair. As of 1.1 the only relevant locations in this region are Death Mountain Pass and the bridge to Western Shire.