The shift feature (eg in a Moving Average) is designed to move the chart backward or forward in time. When you move the chart forward (eg. +5 in shift) you are essentially moving the value of the MA 5 bars ago up to the current bar. When you move it backwards (eg. -5 in shift) you are looking at the value of the MA 5 bars into the future (which is obviously empty).
To apply shift in Tradeworks you should set the MA indicator as you would usually do and then in the Entry Signal rule you should set it to "5 bars ago / moving average" (replace the number 5 with whatever shift value you want to use). The result will be the same as if you added shift to the indicator.