They move resources to locations where they are needed. A good example, set a sensor tower at some far flung location, move your drone rover over and place a depot next to it. Shuttles will deliver the materials for you. Note that they don't deliver to where there isn't demand. So if your two domes have all the resources they need the shuttles won't do anything.
They help colonists move between domes if they are too far apart. However colonists do not cross domes for services. Only if they are fully changing residence. The drones aren't shipping people because people aren't changing residence between the domes.