Lace is one of the best reasons to block. Straight off the needles a lace swatch looks only okay. Stretched out, the pattern is much more interesting, and blocking sets the fabric in that open shape.
The piece is soaked, wrung out in a towel and then stretched and pinned down while still damp. Blocking wires, or a wire hanger or a long circular needle, run along the edge so you pin against the wire rather than the fabric and get an even edge with no peaks.
This swatch is wet blocked because it is a wool and acrylic blend and heat would melt the acrylic. As it dries, the yarn sets and the lace stays open, letting the stitches shine in your project.

1 Soak it and wring it out
This swatch is a wool and acrylic blend, so it is wet blocked. Heat would melt the acrylic. Soak the piece, roll it in a towel and wring it out. The stitches already start to open up a little.

2 Run a wire through the top
Before it dries, thread a blocking wire along the top edge. A wire hanger or a long circular needle does the same job. Then you pin against the wire instead of the fabric, so you get no peaks or spots that stretch more than the rest. On a shawl this matters a lot.

3 Pin the corners and stretch
Pin one corner, then pull the opposite corner out and pin it down. If you have a schematic, measure out to those numbers. The wire lets you pin along the top and pull upwards too.

4 Pin along the sides
Here the stretch that matters is sideways, so pull the piece out wide and pin all along the sides and the corners. Keep adding pins around the edge until it dries with the stitches open.

5 Let it dry, then unpin
As the fabric dries it sets the yarn in this open shape. Once it is fully dry, take the pins out. Rib will pull in a little, but the lace stays much more open than before.