how or where can i find out how to make a coat/sheild or arms on photoshop??

I'm not quite sure what you mean. Isn't it just like any other picture? I've never heard of a tutorial specifically for a coat of arms, though.
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In case this is what you're looking for . . .

I think you'd start with a sort of shield-shape, and then decide what your coat of arms will be (I think it needs animals and a symbol and a background, but I know nothing about coats of arms), and draw it all flat (normally). Then you would decide where the light's coming from and put shading on the other side of everything - just a little shading on the background, more on the animals/symbols, and most of all around the edges of the shield.

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Here's a link I found for you on Google (go look yourself for more, I think I saw some promising ones)

http://www.pearlandisd.org/PHS/library/Personal%20Coat%20of%20Arms.htm