As another comment mentioned, you can't play more than 4 of a card in a deck.
But Magic didn't start out that way -- you could have any number of cards in a deck. (The creator, Richard Garfield, assumed that most people would only have a few hundred cards, so no one would have that many of any specific card.) I don't know exactly when that rule was introduced (Shahrazad was printed in Arabian Nights, the first Magic expansion), but let's ignore the rule.
So you build a deck with only Shahrazad and Plains (to cast spells, you need to pay the casting cost. And that cost is "white mana", which you get from a card called Plains). If you don't have any other cards in your deck, you can't kill your opponent. So you have to rely on the opponent losing another way.
There's a rule in Magic that if you have to draw a card, and can't, you lose. This is called "decking" your opponent. So if we keep recursing, eventually one player will run out of cards. But note that in most formats of Magic, there's no maximum size of your deck. Most formats have a 60-card minimum. So if you build a deck with 50 Plains and 50 Shahrazad, you'll have more cards in your deck at all times.
If you go first, each player draws an initial 7 cards (down to 53 in their deck; 93 in yours), and then on turn 1 draws another card (down to 52 in theirs, 92 in yours). On turn 2, you draw a card (91) and play Shahrazad, so each subgame consists of your opponent's library going down 8 cards, and your library going down 9. So start again. After the next recursion, they have 44, and you have 82. Then 36/73, 28/64, 20/55, 12/46, 4/35, and you win. You pop up a level (to the 4/35 game), and your opponent loses half their life (down from 20 to 10). You play another Sharazad game, and again you win, and in the 4/35 game, they go to 5 life, then you Shahrazad and they go to 2, then to 1, and you win. So at each level, you need to win five times (the branching factor is five). And there are seven levels, so there are 5^7 (78,125) games that you need to win through decking your opponent.
You can't pull this off in a tournament; you only have an hour to play each match (that is, 3600 seconds), and you have to win two games to win the match.
So if someone tries to Sharazad you in a tournament, they'd definitely be able to beat you, given enough time. But all you have to do is not resign, and they won't win; you'll tie the match. That's better than conceding.