How can I insert an ArcMap shapefile in AutoCad or how can I save the shapefile so as to put it in Autocad Workspace? Even a tool in ArcMap that exports shapefile in a form which can be inserted in AutoCad or AutoCad Map would do.
you can use the dxf interchange format for CAD to export your data. This conversion tool is available in ArcMap (Conversion toolbox/to cad/ export to cad, then choose dxf as output format).
from the other side, shapefiles can be imported in AutoCAD MAP 3D using insert > import panel > map import