You can use empty map provider to place geographic data on the map. Please see the Empty Provider example.
The Empty Provider help topic you can use also -- http://www.telerik.com/help/silverlight/empty-provider.html
Unfortunately current version of RadMap control does not support the ESRI shape-file data.
This feature is planned to the future release. You can check when this feature will be available using the following link:
the Telerik team
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