I find the VBA help file to be the best resource, it includes examples and is pretty easy to follow here is the page on Intersect Shape.Intersect

Code:

Shape.Intersect
Function Intersect(ByVal TargetShape As Shape, [ByVal LeaveSource As Boolean = True], [ByVal LeaveTarget As Boolean = True]) As Shape
Description
The Intersect method creates an object which is an intersection of two shapes.
TargetShape
Specifies the object that intersects with the shape object [in]
LeaveSource
Determines whether to keep the shape object after the intersection is complete [in]
Optional
Default value = True
LeaveTarget
Determines whether to keep the target object after the intersection is complete [in]
Optional
Default value = True
Example
The following example creates a color diagram for the additive color model (RGB). Three circles are filled, each with red, green, and blue. At the intersections of the circles, the resulting color blend fills the areas: white in the middle, while cyan, magenta, and yellow fill the areas between each pair of circles.
Sub Test()
Dim s(0 To 2) As Shape
Dim si(0 To 2) As Shape
Dim sm As Shape
Dim x As Double, y As Double
Dim i As Long, n As Long
Dim r As Long, g As Long, b As Long
Dim c1 As Color, c2 As Color
For i = 0 To 2
x = ActivePage.SizeWidth / 2 + 1 * Cos(i * 2.09439507)
y = ActivePage.SizeHeight / 2 + 1 * Sin(i * 2.09439507)
Set s(i) = ActiveLayer.CreateEllipse2(x, y, 1.5)
r = -255 * (i = 0)
g = -255 * (i = 1)
b = -255 * (i = 2)
s(i).Fill.UniformColor.RGBAssign r, g, b
Next i
For i = 0 To 2
n = (i + 1) Mod 3
Set si(i) = s(i).Intersect(s(n))
Set c1 = s(i).Fill.UniformColor
Set c2 = s(n).Fill.UniformColor
r = c1.RGBRed + c2.RGBRed
g = c1.RGBGreen + c2.RGBGreen
b = c1.RGBBlue + c2.RGBBlue
si(i).Fill.UniformColor.RGBAssign r, g, b
Next i
Set sm = si(1).Intersect(si(2))
sm.Fill.UniformColor.RGBAssign 255, 255, 255
End Sub