Its a fairly simple task, but its hard to spot where to do it if your a first time user.
Go into the unit’s data in the object editor, go to your Shocktrooper and scroll down to to Combat - Attack 1 - Projectile Art. Double click this and in the window that opens select import, and then find your Shocktrooper Missile.
Say okay and your Shocker Trooper ill now use that missile. Its impossible to test within the editor but you can see it in game.
But since its an imported missile make sure you import it to the proper path, its usually just its own name minus the /war3imported.
I hope this helps.
Regards,
Jake