Runtime doesn't have any built in ways to convert data from one format to shapefile. For the time being, the format we support for creating ad hoc on the fly is FeatureCollection. Also, with Update 6, we will support creating KML documents on the fly. One workflow could be to create a script tool that takes in a feature collection and converts it to a shapefile. This could be run as a separate server side process on a regular schedule, or could be a GP Service if you wanted to call from the app itself.