That is the kind of question that can only be answered by experiment. There are many materials that could be used in modern footware that would heat up in a MW oven, but conversely it is quite possible to make shoes without such materials.
If you want to try it, first make sure that your shoe can fit into and turn in the oven. If not, postpone the experiment till further notice.
Secondly, put about half a glass of water in the oven along with the shoe to avoid damaging the oven.
Next, see whether you can find evidence of metal threads or the like in the structure or decoration of the shoe. If so, scratch the experiment.
Begin by giving the shoe just one or two seconds while watching carefully for sparks. If there are sparks, abort immediately.
If there are no sparks, put the shoe in for increasing periods, say 10, 20, 30 seconds.
After each trial, take out the shoe, smell it for the smell of heat or scorching. If there is any, stop. Feel to find out which parts of the shoe are warming up. If not, you can be fairly sure that it doesn't absorb much MW energy.
Let us know the outcome.