Is it possible to attend the shows on those evenings and not dress up?
Definitely. I changed after formal dinner once and I didn't even go to the second formal dinner. Attire is only for the dining room. You can wear whatever around the rest of the ship.
The cruise compass will tell you what dress is expected for the evening in the dining room.
The first formal night they have a welcome party with the captain and crew and you get your pic taken with the captain prior to this. Then you can buy the picture later. At the party the captain introduces himself and his crew and says a few words.
I actually got to this party a bit late so missed the photo op and the hors d'oeuvres. Oh well. I got a pic with the captain with my own camera later in the cruise.