Talk about things you guys have in common (: don't just randomly go up to her and start talking, that's kinda awkward. Try to casually go up to her and start it off with like commenting on what she's doing or whatever, then work up from there. If she doesn't really say much or seem that friendly, she's probably not that interested or just finds you awkward. Shy guys can be kinda awkward at times ;P BE CONFIDENT!
You jus have to grab the bull by the horns. I hard for a guy to be shy because a lot of girls today still won't make the initiative to talk to guys first. Just talk about every day things at first. Make a joke or two; girls love guys that are funny. Be yourself. c:
Alright, if you're too shy to talk to women, its a simple fear of rejection or lack of self confidence. Remember, every rejection is just another rejection out of the way. As for your self confidence, try improving your speech skills or get your style on. If you need more advice talk to me.