Once you've removed the tract, you can continue to peel the shrimp or cook it with the shell on and peel it before eating. In general, boiled or steamed shrimp can be cooked with the shell on ...
Starting with raw shrimp matters most in recipes that cook relatively slowly, like gumbo or a baked dish. But even recipes that sear shrimp for just a couple of minutes, like a shrimp and rice ...