There are differences between some nagios parameters and the shinken way of doing things:
status_file and log_file parameters are no longer required in the nagios.cfg file for Shinken. External data interfaces are now managed as "modules" by the Brokers, and are in the shinken-specific.cfg file (look at Simple-log and Status-Dat modules, and put your paths on it).
Shinken will try to detect this and will autogenerate the modules for you. (But if you can move the configuration to the shinken-specific.cfg file, it's better...)
== Now, how do I launch Shinken with my nagios.cfg? ==
It's simple, after launching scheduler, poller, reactionner and broker daemons (see README), you just need
to launch the Arbiter daemon with your Nagios configuration: