Facial hair is all determined by genetics: some people have full beards when they're 15, some never get more than fluff, but most guys are somewhere in between. Generally, facial hair will increase in amount/thickness through the 20s and into the 30s. Shaving will not make hair grow faster or thicker but it can make whatever hair is there look thicker as cutting facial hair gives each hair a blunt end; the effect is only slight though. Basically, you need to have patience and genetics on your side.
Some guys respond to using Minoxidil applied to their beard area. This is a solution usually used for people losing head (crown) hair but it can SOMETIMES make beard growth faster, although it doesn't work for everyone. Check out the beard board website for information and discussions about this and other beard topics (do a web search for "beard board" or go to www dot beardboard dot net). Minoxidil is available in most countries without a prescription and you can get it in various strengths (e.g. 2%, 5% etc.). It's a bit drying on your skin but it may make your beard grow in faster. Good luck!