When the sun just isn't available
There are very few plants that actually require shade. Most are better thought of as "shade tolerant," and will usually thrive if placed in partial sun conditions as well.
Most shade plants will wilt or burn if exposed for long periods of time to direct sunlight. Hot, full sun saps the strength and water out of these "shade-loving" plants so be careful!
Shade can be achieved artificially, by building a shade screen for your plants, or by placing them in an area that receives little direct light - such as below other sun-loving plants.
For indoor plants, you can use blinds or thin curtains to provide the filtered light that these plants prefer. Or place them in a north-facing window, or in the center of the room away from sunny windows.