Photo Credit: Courtesy of 3DStockPhoto ( image)
I was able to download the file collection from the link you posted, although I used none of the Grid files, as they seemed inappropriate to this task. The shape files were then imported into AutoCAD using the trial version of Spatial Manager.
The resulting drawing indicates that it's in 3D. When the 3D orbit tool is selected, the image rotates a flat drawing.
I saved the AutoCAD DWG file and imported it with SketchUp, ostensibly not the smartest program for this sort of thing. The result was a flat image, not a 3D one.
I suspect that the resulting flat drawing IS the image and cannot be 3D printed, unless you have reason to believe otherwise.