In the Shift Change window, by default you won’t find a checkbox for the status icons in the “Select Columns” link of the Available Employee List
But that column will simply appear if you enable the status icons to show in your own display at SETTINGS > Company/My Info. (Managers with permission to edit company settings will also find a feature for creating a key on this page.)
Once you turn on the icons to display, then that status column will appear in your Shift Change grid of available employees.