MapDotNet Server supports rendering from ESRI's Shapefile format. Because these are flat files, a Shapefile data source will likely be slower than database data sources. However, there is a tool available that can boost performance by creating a spatial index.
Steps:
2) Run the shptree.exe command on your Shapefile. This will create a .qix file.
3) With the .qix file in the same directory as your Shapefile, you should see improved performance.