Do I need to buy a single-pass ticket in order to see the shows? The shows are billed seperately it looks like. How do I know what park the shows are located in?

No, it is included. The only thing you pay for is if you want reserved seating.

All shows were included with the ticket price.

Atleast when I bought an all day pass, rides & shows came with the package

The shows are all inside the Park area. You would need to buy a ticket to see the shows. They're all free the paid for seating is reserved section.