Well, I guess I should describe that better. MHF is not so much physically moving from one shadow to the next and peering out, as she is stretching her consciousness through the shadows. She's a sort of shadow psychic. It's how she controls them, with her consciousness. She once searched the city of Inside to find a tiny critter (Morbit) and found him in about half an hour.

Hey look! Flag!
MHF attempts to suck it into the cold, dark shadow abyss with her, where it will suffer immense emotional distress and maybe loss of heat.