Check out how Chef Besh shows us how to start the all important roux (oil and flour mixed, cooked over medium high heat, constantly stirred until dark brown but not burned). Then you start cooking the vegetables, starting with the onions first until soft. Add some celery. Then you add the crab on their backs along with some stock.
After the roux has had a chance to cook, about 30 minutes or more, to cook out the flour taste, right before you want to serve, then add the raw shrimp and raw oysters. Those two only take a few minutes to cook and you don't want to over cook them as the shrimp can disintegrate into mush and the oysters will get a rubbery tough consistency.