Sheldon was the computer expert of the team. He did all the computer and IT work, like installing trackers in phones or hiding wiretaps in clothes. While the other agents chase after criminals in an active way, he tracks them down on the computer and informs them about their current location.
Sometimes he did illegal work for Voight and searched for persons or interrogated people from their team. Later on it was revealed that he worked for Edwin Stillwell by spying on Voight and searching his computer for illegal material and incriminating evidence to send him up.
He did not do that voluntarily, but was forced by Stillwell, because he blackmailed Jin over some illegal debts that his father was into.
After Jin was caught by Voight, he was threatened by him physically. Jin, scared and fearing his life because of what he ended up being caught up in, sealed an envelope and mailed it and then told his parents to leave town. He was found murdered the same day at the same place Voight had taken him to.
In season 2, Jay received an envelope containing a USB mailed to him by Jin before he died. He opened it to find the person who murdered him and gave it to Voight, who fearing his own reputation after Stillwell told him that if he gave him in, he'd tell everyone Voight was working with IA, also didn't give it in. Jay was upset and tried to get it back but Voight refused to give it back.
Sheldon's parents then came to visit Voight and thanked him for letting Jin be part of their team because of the discrimination he'd faced earlier. Voight felt guilty and upset, so he handed the USB in, resulting in the arrest of Edwin Stillwell.