When using the words 'should have' you are talking about something in the past that you 'ought to' or 'might have' done. Here are some examples: "I should have gone with you." "I should have studied more for my test." "I should have eaten breakfast this morning." "I should have married her when I had the chance."
Should have been past participle ( Verb – 3 ) = Passive
They should have been sent to hospital after being injured. He should have been arrested as he stole the car.