Primarily, you would use a shoe on your horizontal dummy leg for cases where the header pipe is on shoes already. This allows all your support steel to have a common elevation (as it would in a pipe rack). If your header pipe doesn't have shoes, your dummy legs generally don't need shoes unless there is something else going on (such as a base spring, like MoverZ says.)
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Edward L. Klein
Pipe Stress Engineer
All the world is a Spring