Judy, hopefully the crab was already cleaned before it was shipped...
I would defrost it quickly....shouldn't take long, maybe half an hour as you make the rest of the meal...don't leave it out to get to room temperature. Then I would remove the large shell on top, cut it up, crack the shells with a hammer, slightly and sautee it in the shell, maybe in a butter and garlic sauce with ginger. Otherwise, I think I would just cut it up, without the large shell, cut off the legs, cut the white body part in half, crack it a bit, and steam it until hot. You don't want to over cook it. Carinna is right, the texture will be different since it's frozen, but should still be fine if handled carefully.
If it hasn't been cleaned and it's totally intack, I'd wait until it's somewhat defrosted but not much and then turn it over on it's back, take a large knife, cut it in half vertically, and then the large shell will lift off more easily and you can clean it. If you want to save the large shell for "presentation" it's a bit more difficult but can be done.