Hi Hilda,
You should be able to load an ESRI shapefile without problem unless it's really big, like hundreds of MB. A shapefile is often delivered as a zip file that extracts to a folder with several ESRI format files (.shp, .shx, .dbf, .prj). Locate the .shp file and import it into GE Pro by using File>Open. The .shp file will access the other files as needed. Google has instructions
Here.
PDF files can't be imported into GE Pro as is. If the PDF is an image, there are converters to .jpg or .png. Images can be used in GE Pro as image overlays, like a map draped over the imagery or added to the description balloons of placemark or polygon files.
Please take some time to learn the basics and then return here when you run into the inevitable problem.