I think you want to get the shielding for a given HDPe wall. First, in order to have accurate results you have to define a vacuum chamber where you place your detector and a beam source with the empty space between them of the with of the shield wall. You run the simulations without the wall and then you place the wall between them and rerun the exact same simulation.
You have to do this for each energy you are interested in and for all primary types (photons, neutrons, electron a.s.o.).
I cannot help you with MCNP on this - my expertise include Geant4 and Fluka only but the principle is the same.
I'm assuming you already have MCNP and know what geometry you need and what you need to calculate.
The documentation for MCNP can be kind of overwhelming when you're just beginning. Ken Shultis from Kansas State wrote a really good primer for MCNP that you can use to get started (link attached).