Yun UBoot Prompt Not Showing
The shield is very different to the real Yun when it comes to serial communication.

Typically the Atheros's UART is mapped to pins 0/1 of the shield for communication with the board it is plugged in to. Those pins are also the pins you use to communicate with the PC, so the normal YunSerialTerminal sketch can't be used. 

Instead you will have to lift those pins out of the socket they go into (depending on the shield you may just be able to bend them slightly) and then manually connect them (along with ground) to an external USB to UART adaptor (e.g., FT232) to use for the communication.  Nothing needs to be installed into the Arduino board since that is now just being used as a power supply.

See this answer for which pins to use to run the shield stand-alone.