Early GameShen can start at red or blue, if you are duo queued or with your team in a game, I strongly reccomend a level 2 gank. That is why on the build it says to get your E skill second. If your level 2 gank goes successful and you or your teammate gets first blood, this will give your team an advantage early on. Then, unless your team needs dire aid, you shouldn't be ganking a lot until level 6. Once you get your statikk shiv, you can split push like mad, basically when you have your statikk shiv and runic bulwark you are in mid game. From there on you just push whatever lane that needs pushing, if your team needs help, thats what your ultimate is for.
Mid GameThis is when Shen is putting a lot of pressure on the other team, when a someone on your team starts to roam, you go to that lane and just push it very hard, since your tanky with your runic bulwark, you shouldn't worry. You should ward a lot especially the points where the other team can stop you from pushing. (eg. when your pushing bot you should ward the dragon, the tri-bush and the red/blue buff depending on the side you are on.
Late GameShen has a huge impact in team fights. if your tanky enough, every time a team fight goes down just try and taunt as much of the other team as possible. This is why Shen works well with champions like Katarina or Morgana.