Just to solidify what is already in the comments:
There is a bit of divergence on the understanding on the word 'shop'. It can be a place where things are sold (or going to buy them) or it can be a place where work (labour) is done.
A 'workshop' is a place where hands on work is done such as a blacksmith's workshop or a carpentry workshop, etc. Sometimes workshop will be shortened to just 'shop', such as 'shop class' which takes place in a workshop or simply 'shop'.
When brought into an area like a white collar job or academia, it is meant to reflect the 'hands on' nature of the work, not just listening to a lecture or some sort of passive activity.