The word shekhinah (it is a soft—i.e., guttural kaf, not a hard one) does not appear as such anywhere in the Hebrew Bible.
It is a mystical term denoting divine presence, coined by the Talmudic Sages from the root sh-k-n (שכ”נ) meaning “dwell”, in reference, in part, to passages such as Exodus 29:45–46:
ושכנתי בתוך בני ישראל והייתי להם לאלהים. וידעו כי אני ה׳ אלהיהם אשר הוצאתי אתם מארץ מצרים לשכני בתוכם אני ה׳ אלהיהם
And I will dwell among the children of Israel, and will be their God.
And they shall know that I am the Lord their God, that brought them forth out of the land of Egypt, that I may dwell among them: I am the Lord their God.
(Originally written in reply to a question at Quora.com)