The Chemist

Yes, they came with the helmet. The helmet has built in magnets (or maybe the magnets are in the shields, I'm not sure which) which hold the shields tightly in place but also make removal very easy. They can also be stowed upside down on the helmet when you don't need them.

Riding in Shanghai isn't bad. Most roads have dedicated bike lanes separated from the car traffic by either fences or medians, which means you don't have to interact with cars except at intersections in most cases. Lots of good riding roads especially out in more rural areas in the suburbs (at least as rural as Shanghai gets). You do have to ride a long way to get away from the city traffic, though, and there are a lot of traffic lights which can be annoying. Summer weather is oppressively hot and humid, so lots of water is definitely required when riding in the summer. Spring and Fall are beautiful for riding, and winters aren't that cold with little to no snow (lots of rain, though) so it is possible to ride year round. I'm originally from Canada so I do miss true wilderness riding, but I make do.