There is a direct answer to your question on this link at StackOverflow:
How do I add a shapefile in ArcGIS via python scripting?
It is copied below with some modifications for clarity:
Variable "theShape" is the path of the shape file to be added.
# get the map document
theShape = r"C:\Data\Environmental\Floodplain.shp"
mxd = arcpy.mapping.MapDocument("CURRENT")
# get the data frame
df = arcpy.mapping.ListDataFrames(mxd,"*")
# create a new layer
newlayer = arcpy.mapping.Layer(theShape)
# add the layer to the map at the bottom of the TOC in data frame 0
# Refresh things
del mxd, df, newlayer
Credit to @Tom-W for the answer.