Put the celery, carrot, 1 tbsp salt, and the vinegar in 3 quarts of water and bring to a boil.
After the water has boiled gently for 10 minutes, add the shrimp in their shells. Cook just until done after the water returns to a boil (tiny shrimp cook moments after the return to a boil; medium-to-large take 2 to 3 minutes longer).
Drain the shrimp, then shell and devein. If using medium-to-large shrimp, slice them lengthwise in half.
Put the shrimp in a shallow bowl and, while they are still warm, add the olive oil, lemon juice, and salt and pepper to taste. Toss well and let steep at room temperature for 1 hour before serving.