how to convert dem data to shp files?

Excuse me,I only have a dem data and a bmp file,how can I convert the DEM data to the shp files that can be used in arcview3.2?
If your DEM is an ESRI grid and if you have Spatial Analyst, you can directly load your data in ArcView 3.2. If you do not have Spatial Analyst, you can't use your grid in ArcView. The conversion of a grid into vector shape file is possible using Spatual Analyst, but also check Jeff Jenness' Extensions or arcscripts at ESRI Support
You said that DEM is an ESRI grid,what does this mean? My DEM is USGS DEM data and I have Spatial Analyst,can I directly load my data in ArcView 3.2?And how to do that?
Thanks for you help.
Try "Import Data Source - USGS DEM" from the View's 'File' menu...
Thank you very much for you help.