We investigate non-linear dynamics of flexible rectangular plates subjected to external shear harmonic load action. We show that an application of the classical and widely used Fourier analysis does not allow to obtain real picture of the frequency vibration characteristics in each time instant. On the other hand, we show that application of the wavelets approach allows to follow frequency time evolutions. Our numerical results indicate that vibrations in different plate points occur with the same frequencies set although their power is different. Hence, the vibration characteristics can be represented by one arbitrary taken plate point. Furthermore, using wavelets scenarios of transitions from regular to chaotic dynamics are illustrated and discussed including two novel scenarios not reported so far in the existing literature.