To export a single feature to an Esri Shapefile:
From an open design file, choose File > Map Interoperability.
From the Map Interoperability tab, navigate to the Exports tab.
Right-click on the Exports node. Select New Export
When exporting a single feature, right-click the export node and select the Add Shapefile... Navigate to a output folder and enter a file name.
Expand the Attached node and ensure your feature is selected.
To specify which properties to export, right-click the feature and select Show Properties > Ungrouped.
Refine your export by defining the Spatial Criteria, Feature Parameters and Export Parameters:
When done, right click the export node and choose Export.
NOTE: Export to Shapefile requires a coordinate system from the MicroStation Coordinate System Library. If your DGN File contains a Custom Coordinate System, first change to a coordinate system from the library then use the Export to Shapefile Command.