Example: You are baking a cake. When you are taking the cake out of the oven, you accidentally drop it on the floor, and the cake is ruined. When this happens you might say "what a shame!". Or, when you tell somebody else what happened, they might say "oh, what a shame!"
I want to know when can we can use "what a shame".
You can say "When can we use "what a shame"?" with the "can" before "we" if it is a question. If you start your sentence with "I want to know..." then technically it will be a statement, instead of a question so you need to reverse the word order and end it with a period (full stop).
You can use "what a shame" in a situation where you are disappointed about something, or in a situation that would be disappointing for someone else. For example, if you wanted to go to the park but your friend told you it is raining outside, you could say, "What a shame!". Or if you knew someone who was very smart but didn't work hard in school, you might say "what a shame- he is such a smart boy but he won't do his schoolwork".
I want to know when can we can use "what a shame".
You can say "When can we use "what a shame"?" with the "can" before "we" if it is a question. If you start your sentence with "I want to know..." then technically it will be a statement, instead of a question so you need to reverse the word order and end it with a period (full stop).