Shield parry adds to defence. Imagine a unit with 10 base defence. If a shield adds 4 parry the unit's information will say 14 defence. Any attacks that land at 11 to 14 will have to get through the shield's protection as well as the armor's. 15 attack and above only has to deal with the armor.
I think armor piercing attack halfs the shield's protection as well, which makes shields much less effective against such attacks.
The way random rolls are made works a bit different though and saying "11 to 14 as a result" is a gross simplification, but it serves well for illustrating the situation.
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