Hi,
To create your mesh, you have to use the tool Mesh Generator. This tool doesn't support shape files directly. However there is a new toolbox which you can use to convert the shape files to text files, that can then be used in the Mesh Generator.
This is described here, with a path to detailed document.
http://faq.dhigroup.com/default.asp?module=MIKE+Zero+Generic&ID=403#answer
Best regards,
Mathieu