Technically, a shocks doesn't support a vehicle like a spring does so it's not really under a "load". For newbies, it's easier to lift the vehicle up by the rear diff, place two jack stands under the axle housing. Then go ahead and remove the wheels and eventually the shocks.
Now, if you're trying to install gas pressurized shocks, you may have a hard time compressing them. If they're really hard to compress, it's easier to lift the rear end up high, place tall jack stands under the rear part of the frame on both sides, then remove the wheels. After that, lower the floor jack slowly until the vehicle rests safely on the stands, and then continue to lower the axle housing until it drops as far as possible. By having the rear axle at its lowest position, you won't have to compress the shocks as much for installation.
Hope all that made sense!