When running GTFS Shapes to Features (or Stops to Features), the input is a .txt file. Even if you have it in your map, you can't drag and drop it over or select it - you'll get an error. You must navigate to the directory location in a browse box (or File Explorer & copy it in). I don't know how many GP tools use .txt, but I would appreciate drag-and-drop functionality across the board, in line with other tools & input types.