None of the residents of the Annex can wear shoes during the day.
The people in hiding cannot wear shoes because they would make too much noise. The Annex is a hidden room over a business, so there are people there all day. During the day, someone below might hear them. So no one can wear shoes, except at night.
MR. FRANK. … To Anne and Peter. Anne, Peter ... it's best that you take off your shoes now, before you forget. He leads the way to the room, followed by Margot. (Act 1, Scene 2)
Mr. Frank tells Anne that being in the annex has “certain advantages” for her because she will never have to go outside, so she never has to wear overshoes. She had gotten into an argument with her mother about overshoes, so her father is trying to point out the silver lining of being...
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in hiding.
Because there are people below during the day, they have to make as little noise as possible. Mr. Frank is the one who regulates when they can resume normal activities.
The rest of the "family" is in the main room. Anne and Peter sit opposite each other at the centre table, where they have been doing their lessons. Mrs. Frank is on the couch. Mrs. van Daan is seated with her fur coat, on which she has been sewing, in her lap. None of them are wearing their shoes. (Act 1, Scene 3)
Mr. Frank is standing with his shoes in his hand, waiting to give the all quiet signal. As soon as he gives it, Mrs. Frank puts her shoes on and goes to get supper ready. Anne makes noise, just glad that the prohibition on it has ended. In this scene, Anne also hides Peter’s shoes to get a rise out of him.
I’m not sure why everyone puts shoes on when the workmen leave. It seems like a big risk. If they hear someone below, they have to take their shoes off quickly. Shoes give them a sense of normalcy though, and they are more comfortable for standing and walking around.