DataGraph does not have any built-in functions for opening shapefiles.
If you are familiar with R, you might want to try and open in R and transfer using the R-DataGraph package. Here is some information on opening shapefiles in R: https://www.neonscience.org/dc-shapefile-attributes-r
In DataTank, we can draw BNA files. It looks like there are a number of converters on-line for converting from shapefiles to BNA. (http://surferhelp.goldensoftware.com/subsys/subsys_gsibna_hid_gsibna_filedesc.htm) .
One thing we have been considering is having built-in shapes for the outlines of states or countries. Would that be useful for you?