Place some cabbage, carrot and a shrimp in the middle of a triangle (refer pictures step-1) with the tail sticking out of the wrapper (refer pictures step-2).
Using your fingertips, wet all three corners of the wrapper with water. Fold the middle end over the shrimp and then one end over the shrimp and then wrap the remaining shrimp around the wrapper to make a roll (refer pictures step-3, step-4 and step-5). Use additional water if necessary to seal the edges. Roll fairly tight not very loose. Since these rolls are going to be baked and not fried, you don't have to worry too much about wrapping them intact. If any carrot/cabbage sticks out, don't worry. Place on the prepared baking sheet.
Repeat process to make all shrimp rolls.