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Ice and water should be put down at least under the first course of shingles, a piece maybe 3 ft. wide by the length or width or the house.
at this point I don't see how you could get it under the shingles by more than a few inches, but i guess that's better than nothing.
the whole idea of that stuff is any nail protrusions thru it, seal itself up so when ice melts off the roof, then travels down the roof, it hits the colder eaves areas and freezes, then it can back up and possibly leak. A well insulated house also prevents this, but we had a winter a few years ago where even well insulated houses had ice dams.
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