Teacher Shen gave us instructions, and then we worked according to our instructions. So why not turn over the beginning of the last sentence?

When 1 then is at the beginning of a sentence, not every sentence has an inversion. The following sentences containing then can be reversed:

Here comes the man she has been waiting for years to marry her.

-Then she waited years for a man to marry her.

Also, your original sentence is not inverted because then is followed by the personal pronoun we as the subject, and there is no need to invert it. If you use (say) a noun as the subject, you can turn it upside down:

Then the girls work by themselves.

-and then they fucked the girl (this inversion sentence is called orientation word inversion sentence, full inversion sentence).

Your sentence can also be reversed, but it should be advanced by ourselves:

-Miss Shen gave us instructions, and then we did it ourselves. (semi-inverted)