To sit in someone’s shade means you enjoy their protection. She relishes the safety he gives her in their relationship.
She also delights in his fruit that is sweet to her taste. This seems to be a very sensual image and no doubt speaks to how much intimacy with him delights her. Her comparison certainly speaks of physical intimacy, but it is not limited to a sexual relationship–it goes beyond that, to the security she feels because of his love.1 It speaks of both protection and pleasure.2
3 As an apple tree among the trees of the forest, so is my beloved among the young men. With great delight I sat in his shadow, and his fruit was sweet to my taste.