Depends on which Shogunate.

In the Kamakura, in theory much of the civil work in the provinces were still in the hands of appointed bureaucrats from Kyōto, while the shugo, hereditary appointments from the Bakufu, controlled the military, as well as their manor estates. I say in theory because in practice the shugo began to take on the responsibility of the bureaucrats little by little.

In the Muromachi (or by the Muromachi) the Kyōto appointed bureaucrats disappeared. The shugo had become sole appointee to rule a province.

The chaos of the Sengoku ended with situation in which many "independent" sengoku daimyō had a realm far less than a whole province (often only a district or two), some had entire provinces, and a handful had realms that cross multiple provinces or maybe even composed of multiple provinces. So the Edo Bakufu decided to reorganize Japan based on han (domain) instead. The provinces were kept, but they were really there in name only.