Edward - to try to reinforce what Mike has said, witness / shared
events can be difficult to get the head round, particularly when you
want to start adding bits to the sentences. Perhaps oddly, I found
that for me it became clearer when I looked at the GEDCOM file, where
you can see that in such a case, there is only ONE event in the file,
and it belongs to the Principal. (Don't actually try to open the
GEDCOM file yourself unless you know what you're doing).
The reason for me saying this is that you said "can I from the
heirloom fact for Adam Smith reference data from the heirloom fact for
Henry Smith who are linked by the sharing"
In the GEDCOM file, in your example, there is NO Heirloom fact for
Henry. I know it looks like it's there on the screen for Henry, and it
says "Windsor, Connecticut", but you're actually looking at Adam's
fact (the clue is the arrowhead in the left-hand column). So you can't
reference data from the heirloom fact for Henry Smith, because it's
actually the heirloom fact for Adam Smith.
Put another way, you can't link the two Windsor references, because
there is only one Windsor reference to start with - and it belongs to
Adam's heirloom fact.
What I would end up doing is adding to the Note for Adam's Heirloom
fact, by clarifying who the various people are in that note - for
instance, adding "This was Henry Smith, who was also from Windsor".