Best advice--look at their Mods, and the vanilla shouts
Rough guide...
1) A Shout is made of several parts--The Shout, The Three Words, and three Spells. You can actually have less Spells/Words, and so far I've not seen any issues caused by that.
2) Make Three new words of power, giving them any name/translation you want.
3) Make three new spells, and assign them as... Voice Power (I think that's what it's called--I'm not at my CK
4) Make the new Shout and fill out the drop-boxes with the Words and Spells you made.
The hardest part, really, is making the Spell Effects for what you specifically want to do, and setting all of those up the way you'd actually like, since MagicEffects have a lot of sub-parts such as sounds, projectiles, etc. I'd recommend looking into a Spell with a similar effect/visual to what you want, and using that as the base, and then only editing as you need to.
If you said what sort of effects you want, people might be able to give you a bit more advice