Hello Darryl -
Sorry, no, there is no inbound connector out-of-the-box which will read the Esri Shapefile format. The input connectors capable of reading system file content available out-of-the-box expect the file to contain either generic JSON, geoJSON, or delimited text (e.g. CSV).
If you must retrieve your data from a Shapefile you would need to develop a custom adapter using the product's SDK. It would probably be easier to bring the Shapefile content into a MXD document and publish the content as a either a map service or a feature service ... then use the 'Poll an ArcGIS Server for Features' input to make REST requests on the published service to retrieve its features as event data.
Please keep in mind that the GeoEvent Extension generally supports RESTful data streams. There are inputs capable of watching a system folder for files, but these inputs have some significant limitations and are generally intended to prove that real-time analytics you have designed in a GeoEvent Service behave as you intend. Moving toward production we expect real-time data feeds to arrive via HTTP/POST or as replies to queries you make on an external server's URL.
Hope this information helps -