V,
You need to read the documentation... Here is a link to the getting started page for the AGS Viewer for Flex:
http://resources.arcgis.com/en/help/flex-viewer/concepts/01m3/01m300000021000000.htm
V,
Yes Operational Layers are layers that you want to overlay on the basemaps.
If you want to add shapefiles to the viewer server side than you will have to publish them as Map Service(s) to ArcGIS Server. If you want to add them client side then you use this widget:
http://www.arcgis.com/home/item.html?id=2e9096c5d5044d39a264df759611686f