Prior to the attachment of any shingles, you should verify that proper roof edging and underlayment are in place. These two elements are essential for a waterproof roof. With this verified, and a permit obtained, you can begin installing asphalt shingles.
Heavy rain or snow can jam water under the shingles on your roof. To protect your roof from the elements, I would suggest applying a self-adhesive layer of waterproofing. This adhesive should stick tightly with the bare sheathing and seals around the nails that you drive through. Some regions have building codes which requires 3-6 feet of adhesive to come up from the eave. Check the area’s coding laws to make sure you are within requirements.