In days of old, all shakes used to be hand-split. Resulted in a very rough-textured surface and a thicker product. By hand-splitting, the natural grain of the wood was followed, allowing it to weather and shed water along natural clefts in the wood, all of which resulted in a roof with a long lifespan. All shingles are sawn.
Today, thicker sawn shingles are sometimes referred to as shakes or "sawn shakes," though that's more of a regional thing. Traditionally, anything sawn is a shingle.
Shakes or shingles can be used on roofs, usually just shingles are used on walls.
Remember this..."Red roof, white wall": Use red cedar on the roof, white cedar on the walls.