Shin splints is a term that covers a number of conditions.
These can include:
Medial tibial stress syndrome - where the lower leg muscles become inflamed on their attachment to the tibia
Compartment syndrome - which commonly affects the muscles of the lower leg and occurs when the muscle expands as a result of training and becomes compressed by it's surrounding sheath
Stress fractures occur when a bone cannot withstand the training load placed upon it
The causes of all of the above will be related to training, footwear and biomechanics.
Physiotherapists should diagnose the condition and if necessary refer you on for further investigations e.g. xray or scan if a stress fracture is suspected. If physiotherapy is indicated they will treat the cause of the problem using massage skills to release the structures around your shin that contribute to the problem. Deep tissue massage is highly effective to achieve this.
Physiotherapists will teach you exercises to stretch and strengthen the lower leg. If there is a structural problem they may refer you to a podiatrist for further analysis, it may be that it will require the use of orthotics to settle the problem. Compression socks may help with the problem.