A shrug is an action where you raise your shoulders up. Shrugging is a way of saying "I don't know".
Shut is another word for closed. The window in the picture is shut.
A shutter is a device found inside a camera that lets light through for a short time. The longer the shutter is open, the more exposed the resulting photograph is. You need to have the shutter open longer when there isn't much light.
You are shy if you are feeling nervous or uncomfortable when you are with other people. A shy person may want to stay quiet or not speak first. People are often shy when they are new to a place, or when meeting strangers.
