Optical wireless communications (OWCs) have seen rapid progress in recent decades. Cylindrical vector beam shaping has been proven as a promising way to further improve the performance and realize multiple functions for OWCs. In this paper, we provide a review of recent progress in two popular cylindrical vector beam shaping techniques, namely few-mode and orbital angular momentum (OAM) based beam shaping and their corresponding digital signal processing technologies including impairment mitigation and advanced coding for OWCs.