I've found this "beginner question" on the shinken mailing list:
http://www.mail-archive.com/shinken-devel@lists.sourceforge.net/msg01681.html

And it matched my error pretty well:

ERROR: Description table : The requested table is empty or does not exist.

I googled a lot and was in IRC before finding this gem, hope this helps somebody.
What solved my problem was especially this:

install the plugins for shinken to enable localhost snmp checks:

./install -p nagios-plugins &&\
./install -p check_mem &&\
./install -p manubulon &&\
./install -a multisite &&\
./install -a pnp4nagios &&\
./install -a nagvis &&\
./install -a mongodb && \
./install -p check_netint

Make the whole snmp tree visible for these scripts from localhost:

# in /etc/snmp/snmpd.conf let the local system access the whole local snmp tree:
51 #  Full access from the local host
52 rocommunity public  localhost # <-- this is now uncommented
53 #  Default access to basic system info
54 #rocommunity public  default    -V systemonly # <-- this is now commented out

I haven't had time to narrow down the rights more then just allowing it all for the localhost, but I hope this is okay.

Greetings,
Kjellski