Using should, would and could in the past is confusing for English learners. The model verbs are formed by placing "have" before the verb and then adding the past participle. For example:

I would have done it but I didn't have time.
I should have studied history instead of law.
You could have done it earlier.

There are different meanings of should have, would have and could have, and it is best learning them through examples and in context.