For example, if you change the shutter speed from 1/30 (slow) to 1/250 (fast) of a second, the aperture will change automatically. This will leave the exposure the same as the camera is matching your shutter settings.
The shutter mode is used to capture movement or create a blur. I use shutter mode to photograph movement in water, trailing traffic lights or to freeze the action.
Freezing action, shutter speed 1/125 sec
Creating a blur/movement, shutter speed 1/2 sec