Typically they give you the threshold below which it's guaranteed to be off, and the threshold above which it's guaranteed to be on. As long as you're above or below those threshold voltages, and are not exceeding the max voltage on the pin (per datasheet absolute max ratings), it should just work.
As always and as noted above, you need to connect all the grounds together for anything to work.
Isaac96:
If the wire to SHDN gets disconnected somehow, the regulator will disable itself because of the pulldown. So that isn't really the best practice.
It seems like perfectly fine practice to me - assuming that's the behavior you want, which it quite likely is.