If you have a sliding shower door, you’ll want to caulk underneath the rails in most cases, i.e. where they meet the shower pan. The rail itself should have “weeping holes” on the interior vertical lip for any accumulated water that drips down the doors to escape and seep back into the pan. If these holes don’t exist, have been caulked over or are too small, you can always open them up with a metal drill bit until you see water draining quickly down the doors and through the weep holes.