Someone suggested that I put my seashells in a picture frame. How do I

in a frame or on a frame

You would need to get a deep picture frame that you can mount the shells to the back and cover with glass front, or put nice material on the backing and glue to the material and leave off the glass.

Perhaps you could attach the shells to carpenter cloth and then arrange that in a shadow box. Probably a clear glue would be a medium to work with.

someone suggested in a frame. I haven't a clue how I could do that

The thing is Tammy you are not saying what type of sea shell(s) you have. There are a ton of things to do with sea shells but really that is determined by the size you want to use. I use large conch shells as they are for table/mantel decorations. In this picture some are in a shallow divided wooden tray thing (on the left) some are in jars. Some are glued to the back of a metal tray.

Here you go. Have fun!

http://www.jeanneguinn.com/diy-seashell-shadow-box/http://www.doityourself.com/stry/3-best-ways-to-secure-items-in-a-shadow-box

https://www.hunker.com/13410863/how-to-secure-items-in-a-shadow-box

http://www.instructables.com/id/how-to-display-keepsakes-in-a-shadow-box-without-g/