If you have free QGIS software, you can calculate slope raster from altitutde raster using function: 'Raster'-> 'Terrain Analysis' -> 'Slope', in the menu bar at the top (if you dont see this funcion, install plugin 'Terrain Analysis').

For slope you need raster files, convert that to ASCII, then add in MaxEnt.

In MaxEnt you can select continuous or categorical form, this depend to your data.

As far as I know, for MaxEnt you can't use .shp files. I don't know your case, but maybe using a Digital Eelevation Model can work the same way.

You should derive slopes from dem, and they are in the forms of rasters.