You obviosly have no electronics experience. The two pads that have SOLDER in the photo should be ONE single solder blob.
Software trigger
You can power up/down the shield with Software, Control D9 of Arduino to add software triggering in your firmware. * Note that JP for pin 9 on the shield must be soldered in order to use software power up/down.
I check the JP point and it is already solder when I first bought it.
No it's not.
What part of SHORT (ACROSS the TWO pads ) do you not understand ?
FYI, a SHORT is a connection between two points)( ie: solder- short)
The pads in the photo are NOT connected , hence no short , hence SW ON/ OFF control is NOT Enabled.
Do as advised. Bridge the two blobs (pads) with solder. (it COMES with solder on the pads to make it easy to bridge by just placing a soldering iron across the two pads)
Is there any problem if I short the PWRKEY out so the device is always on and ready? (This is my solution but I'm not sure if any harms would come)
The two solder pads are NOT across the pwrkey, (look at the schematic) . The two pads connect D9 to the base resistor of the transistor that shorts the pwrkey with the pulse. It is very clear in the schematic for the pwrkey circuit. If you do not know how to read a schematic then you have to tell us that because we don't know if you do or don't. (I'm guessing not)