completely don't get how this works. Can anyone please help me? Let's say I have BTC on wallet A in blockchain. I want to send those BTC to another person on his blockchain wallet B, in a way that our addresses A and B are not linked in any way! How do I do it with a blockchain shared send or shared coin? Thanks in advance! 
If you want the payments to be not linked in any way, at least not a way than an outside observer can detect, use shared send. That has a higher fee though, I believe it's also slower.
If you are satisfied with a link that's substantially obfuscated and hard to connect, use shared coin. The fees are much lower there especially for large amounts.