Since most guns are not magazine fed, the shells usually have to be carried around loose and loaded one at a time, unless you have a shell holder. They are typically molded plastic racks that mount to the stock of the gun (the opposite side to where you would mount your cheek) or on the side of the receiver opposite to the rejection port. You will be able to hold another 4-6 shells in a holder which means you can be stocked with 12-16 rounds – all on your weapon.
Shell holders are also valuable to be able to carry different ammunition. While you may regularly only need 00 buck shots within the close quarters of your home, you may be in a situation where your target is 100 yards away making it a shot for a slug. So, being well prepared, your shell holder is holding slug shots for the unlikely event that you need to be prepared for a distant shot.