Update 4/24: It appears as though Shao Kahn is now available as a separate purchase in Mortal Kombat 11 for $5.99. Original story follows.
Mortal Kombat 11 is out now, and it includes 25 playable fighters at launch. As soon as Mortal Kombat 11 players boot up the game, they will have access to 23 fighters right off the bat, but Shao Kahn and Frost will be unavailable. Whereas Mortal Kombat 11 players can unlock Frost by playing story mode or purchasing her with real money, at this point, it is impossible for some fans to get Shao Kahn at this time.
Shao Kahn is the Mortal Kombat 11 pre-order bonus, so for players to get Shao Kahn in the game, they had to have purchased the game before launch. At some point in the future, it's likely that NetherRealm will add Shao Kahn to the store to be purchased separately, but that has yet to happen at the time of this writing.
How to Download Shao Kahn
It's worth mentioning that even those that have pre-ordered Shao Kahn may be having trouble accessing the character. In our own experience with Mortal Kombat 11, the game kept prompting us to download Shao Kahn, but when we clicked on the download option, it said that we already owned the content.
To get Shao Kahn in Mortal Kombat 11, we had to manage the game's add-ons and start the download manually. The Shao Kahn download didn't start automatically for us like it would for most other games. It's possible that this is due to the Mortal Kombat 11 server issues that are going on right now, to be expected on launch day.
Can You Buy Shao Kahn
For players who didn't pre-order Mortal Kombat 11, they will just have to wait patiently for NetherRealm to add Shao Kahn to the store. As of launch day, it's not possible for Mortal Kombat 11 players to buy Shao Kahn separately.
When Shao Kahn is added to Mortal Kombat 11 as a separate purchase, players will presumably have to use real money to pay for him. It's possible MK11's Time Crystals will be an option to buy Shao Kahn, but that hasn't been confirmed or denied at the time of this writing.
Mortal Kombat 11 is out now for PC, PS4, Switch, and Xbox One.