Shoulders consists of three specific area, front part ( anterior ), side ( lateral ) and rear (posterior ), each of them can be separately exercised but in general all of them are activated when shoulder exercises are done. The front of the shoulders flex and rotate the arm inwards. Sides of the shoulders move your arms away from the body. The rear shoulders extend your arm and do the outwards rotation. Shoulders muscles are in big part when you are doing different swinging and throwing activities, like pitching and climbing.
There are plenty of different exercises for shoulders. Most of the exercises are different rotations and raises. The main thing when doing shoulder exercises is to do the exercises in controlled manner without swinging the weights up, this way you make sure that your shoulder muscles are really delivering the power needed for lifting the weight.