Steps to Resolve
There is no import option for this file type in Microstation.
Bentley Descartes can import an ADF file as a Scalable Terrain Model (STM). Video demonstrating this functionality is located here.
It is possible to attach a SHP file as a reference in Microstation which is also an ARC GIS file.
Information in this file will then be able to be viewed, however SHP attributes can only be viewed
in Microstation, they cannot be manipulated.
If there is a need to work with the attributes in the SHP file, Bentley Map would be the software
needed.