Thanks a lot Mr. Daniel for your helpful suggestions.
I have seen the complete document suggested by you and its very helpful to me for creating shapefiles.
But still I have been stuck at bellow questions regarding training data for each class:
Suppose, in my segmented (clumps)  image I have 
      Number of segments = 3000
     Number of class =     3
     Number of segments for each class = 1000
Q:1   Than for training shapefiles of each class, how many segments (polygons) I should manually draw for training ? 
         I means approximately 20 or 50 or  500 or 1000 or 10000 polygons of in shapefiles of each class.
Q:2   Should I generate this shapefiles from my study area segmented (clumps) image? 
                    or 
         I can make it from any map / image having similar type of class?
Sir, kindly give your valuable suggestion for  above questions.
Regards,
Prof. Alpesh M Patel
Asst. Prof., 
EC Department, 
VGEC Chandkheda