What's the difference between a graphical shell and a desktop environment
"Desktop environment" (DE) is the whole shebang. The "desktop shell", on the other hand, is just the bit that provides the background, task-bar, desktop icons, desktop context menus: generally the "home" interface for a particular DE. (The functionality/scope of the shell can vary greatly as well as include and/or overlap the roles of a Window Manager, especially in an X-based system.) The "shell" for Windows is "explorer.exe" but Windows itself is the "desktop environment".
Generally file managers, like Nautilus, are not [desktop] shells: e.g. they can [often] be run without the standard "shell" (or with a different shell). However, it is quite possible that a file-manager acted as a shell. In the case of [modern] Windows the same executable is used for both the shell and the file-manager, but perhaps hosted in a different process, and yet it serves a different purpose in both roles. (Windows 3.1 had a separate FileMan program.)
Happy exploring.
Desktop environments, such as Explorer, ARE graphical shells because they provide an interface for users to access the services of the kernel.