If you're trying to "pull" one monster at a time, you have to move a character so that the chosen monster is JUST at the edge of the fog of war, but you also have to NOT attack them with ranged weapons or spells. If you've gotten just barely close enough, then the one monster you can see will move towards you, and you can attack him once he gets close. If you attack him too early, he'll alert his friends... but if he's far enough away, they'll be outside of his "shout" radius and won't join the fight.
It only works on melee monsters, though, and it is also dependent on the individual creature. Some monsters will "shout" as soon as they see you, and others will shout when they're attacked. This only works on the latter type.