If museums are on your list of things to see, you might want to browse the collections at Mukden Palace in Shen He. If you want to see more of the museums in Shenyang, you can easily walk to Shenyang Financial Museum.
You can study the exhibits at Liaoning Provincial Museum, a museum with a story of its own, during your travels to Shenyang. Wander the parks and gardens while you're in the area.