You can easily makeshift a steamer if you don't already have one. To do so, place a heat-safe colander (such as metal) inside a pot large enough to fit with the lid on. You can also purchase individual steamer baskets to use with your existing pots.
To thaw frozen shrimp quickly, place it in a sealed ziptop bag and submerge it in a bowl of cool water. Your shrimp should be thawed in about 40 minutes or so. Change out the water as needed. Never thaw shrimp in warm or hot water.