Newbie (InRoads w/Map) Looking for Tips on working with ESRI Data

I have used the Reference SHP file tool, Activated Map and fumbled around - mostly made myself frustrated and not much else. Was able to create imports but what I am really looking for is a way to work with ESRI data in a native format, with a few tools to create labels of attributes from the SHP file polygons.

Am not adverse to using an MBVA, if that is the only way.

I also found a site that exports adf files - the only place I see these is in Raster Manager but there is a bunch of ADF files but all their previews look the same - a gray shape in the outline of our state and the preview states it is a grayscale image. As this is ESRI data and it appears to have attributes, can these be opened via MAP and the attributes read and possibly used as labels?