Long story short: shared projects don't, and realistically can't work that way.
In Visual Studio a shared project is just a container for files - source code, resources, etc - that you can add into other projects. This can be useful in some cases when you want to have the same code (and so on) in multiple projects without putting that code into a library.
Shared projects do not have references, do not have NuGet packages or anything, just the files that they contain. They don't even have the configuration data required to compile any source files they contain, and the compiler won't do much validation of the contents if the shared project isn't included into a full project of some sort.
And since the shared project doesn't have any way of specifying references or packages then you will need to add those references and packages to every project that links to the shared project. The compiler will tell you pretty quick if you miss one.
While it would be nice to have references in shared projects, it turns out to be much less simple than you might think. The same shared project can be included in projects that target different frameworks, platforms and architectures. Let's say you're building some code that will run on iOS, Mono, Windows .NET Framework and .NET Core, with specific code for each target and some shared code. If you try to add a NuGet dependency to the shared project it's going to blow up in your face on at least one of those. Same with most of the references. Add all the references you need for .NET Core and suddenly the other projects don't compile.