You cannot convert to PDF the actual shape file. You can either export to PDF the CAD document in which the shapefile is imported to, or you could simply open the *.shp using a text editor and print that source. But that's not actual conversion.
Convert AutoCAD shape file or source file for text fonts to Adobe Portable document format.
We found one software available in the database for this conversion.
Microsoft Windows software - convert shp to pdf on Windows
Leading 2D and 3D CAD development software from Autodesk
Convert from shp file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.