The ESRI Shape File format is a multi-file format. When obtaining files from other software, it's important to get all of the files that start with the same name before the extension. Cartographica will use any of the auxiliary files that are available (.dbf,.prj,.aux, etc.), and it will load as much information as possible when the other files are unavailable. Unfortunately, the file format has no way to explicitly declare to programs like Cartographica that individual files should exist, so non-existence isn't an error.
For more information on what auxiliary files are used, please consult the What portions of ESRI Shape Files are Imported knowledgebase article.