If you want to keep pygmy cories with the shrimps, you'll need a tank with a footprint a minimum of 45 x 30 cm. Footprint is more important than volume for fish that live on the bottom of the tank, though pygmy cories are a cory that do like to swim mid water as well. So we're talking about 40 litres minimum.
The easiest shrimps are cherry shrimps. Although there are other colours besides red, they are even more inbred than the red ones and therefore a bit more delicate. Stick to the red ones for your first shrimps.
Cories like sand, and shrimps are fine on sand as well.
The filter should be one that isn't so strong it'll suck up baby shrimps. A sponge filter driven by an air pump is good for shrimps, or an internal that has just sponge inside. If you worry about baby shrimps getting sucked up you could try what I did - ask your mother if she has any spare knee high socks (the ones that look like the bottom cut off a pair of tights) and slide that over the intake slits of the filter.
Plants. Shrimps like plants, preferably real ones. Before I had to shut the tank down, mine liked the tangle of hornwort in the shrimp tank. But any plant will do the job.
Shrimps MUST have a cycled tank. They are more sensitive to ammonia and nitrite than fish.
Besides cycling the tank, I would also buy some plants and decor before the tank is ready and put them in your other tank to grow biofilm before transferring them to the shrimp tank.
Shrimps are very sensitive to chemicals. Most medications will harm shrimps. And be careful with plants - avoid any that could have been treated with something to kill snails as they'll also kill shrimps. It costs more but I've always bought plants from shrimp sellers on Ebay as they are shrimp safe. If I ever buy plants that are not guaranteed shrimp safe I put them in my quarantine tank with a filter full of carbon for a week to remove any possibility of contamination.
The hornwort that is on its way is shrimp safe - it came from my shrimp tank. Provided you don't put it in a tank then add medication to that tank, it will be OK for a future shrimpery.
And if the tank is good for shrimps, it'll also be good for pygmy cories.
You can buy special shrimp food (eg Hikari Shrimp Cuisine) but be careful - a lot of food labelled shrimp food is actually fish food made from shrimps. Cories need small sinking pellets with a high meat content (not algae pellets) and shrimps will eat that too. You can use algae wafers for shrimps as well, though the cories will probably eat them too.