Hi Kuldeep,

At rf frequencies a phenomenon called "skin effect" happens. The current flow happens only near the surface of the conductor, and electrons in the bulk of the conductor do not contribute. Why this happens is not important, only that it happens and that the higher the frequency the shallower the "skin depth." This is why conductors have frequency dependant real components (resistance) to their total impedance (Z = R ±i X).

This is why, as Steve said, plating the enclosure with a higher conductivitiy material can improve the shielding performance. However, normal powder coating is, if I am not mistaken, more of a ceramic-type finish, which is to say dielectric. Unless someone developed a special finish for this purpose, I doubt a powder coat finish will impact shielding performance one way or the other. But it will definitely make the box look better than a normal paint job.