To add a shift that passes midnight, you have to perform the same action as when adding a day shift.
The only thing that's different is that you'll have to create two "shift items" one with the time before midnight,
the other with the time after midnight. We've created some screenshots to explain this for a shift from 21:30 to 05:30 :

1. Because this shift uses half hours, you'll first have to set the time line to display half hours: right click on the time line and choose for '30 minutes'.

2. Next, select the part from midnight to 05h30 and press the ins-button.

To indicate this shift part is scheduled on the next day, right click on this item and choose "Mark as calculate on next day"
After doing so, this shift part will have a red border (instead of the standard blue one).

The shift time of items marked as "calculate on next day" will be taken into account when determining the availability of your employees when assigning this shift, and also for calculating the worked time on a given day.

3. Finally, select the part from 21H30 'till midnight and press the ins-button.