Hi Stijn,
A shapefile is actually 4-5 component files that ArcMap and ArcGIS Online read as one file. So we are missing a few files to make up a readable shapefile. In addition to the bel_gem1910.shp file, we also need at least a bel_gem1910.shx, bel_gem1910.prj, and bel_gem1910.dbf files.
If you'd like to read more about how this works in ArcMap here's some of the documentation -
http://desktop.arcgis.com/en/arcmap/latest/manage-data/shapefiles/shapefile-file-extensions.htm
For ArcGIS Online - https://doc.arcgis.com/en/arcgis-online/reference/shapefiles.htm
Is it possible to go back to whoever provided the .shp and see if you can get the other files?
Best,
Lauren