Appleton is pretty straightforward. It's been taken over by Giants, so you're going to have to fight a lot of them in this town.
Make your way to the house in the northeast corner of town and walk beside the westernmost bookshelf in the room. You'll get a message about a shield and a helmet. The helmet is behind a picture in this room, and the shield is outdoors directly north of Appleton, so once you've killed all the Giants leave the town and go north to get the shield.