Hi,
You can find EPM.hdbdd under the "data" folder in SHINE. The following pic is the project structure of SHINE in SAP HANA SPS 08. SHINE is within SAP HANA by default.
With HDBDD, you can create various tables in one file instead of only one table in HDBTABLE. You can find a lot of sample codes in section 4.1 of SAP HANA developer guide. http://help.sap.com/hana/SAP_HANA_Developer_Guide_en.pdf
Best regards,
Wenjun