Can you tell me the difference between the 3 types and elaborate a bit on the different exercises for the 3 types?
Personally, I wouldn't use those exact terms to describe the different types of weight training but I think I know what your friend is referring to with those descriptions.
Body shaping = isolation exercises
These are exercises that use basically only one joint or muscle. You are generally not able to use a lot of weight when doing them so they are more appropriate for shaping (this is not always true, however, as I'll explain later).
Dumbbell Flyes, kickbacks, leg extensions, and concentration curls.
Stamina building = compound exercises
These are multi-joint exercises that use a lot of muscle mass and are more effective for building muscle and strength than isolation exercises. They use many muscles in combination, hence the name "compound."
Power training is a good enough name for the last group.
These exercises use high speeds, fairly heavy weight and momentum. They build explosive power which is very useful in many sports. Though these exercises also fall into the compound exercise category, they are not done in the typical, slower fashion.
Barbell clean and press, snatches, high pulls, power cleans
After understanding about compound and isolation exercises, know that much of what results you get from an exercise is determined by the rep range and resistance that you are using in it.
For example, if you do 4-6 reps of dumbbell flyes (reaching failure in that time and using a heavy weight), you will probably stimulate more muscle growth than by doing 20 reps of bench press.
Thus, if you are looking to gain primarily strength, operate in the 1-5 rep range. If you want to gain muscle, stay in the 6-12 rep range. If you are looking for muscular endurance or "body shaping", go to the 13+ rep range. Use exercises appropriate to your goals.
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And see every new exercise and training technique the moment I load it up!