Is it possible to setup a CAN-BUS Arduino Shield to communicate with SocketCAN for UNIX?
Yes. Normally you would write a linux kernel driver to communicate with your device (arduino) following your own protocol, but SocketCAN provides by default a way to interface with Lawicel dongles, whose communication protocol is publicly available: CANUSB / CAN232 protocol.

Many people have built arduino sketches that implement this protocol so you can use your arduino with SocketCAN in Linux (candump, cansniff...) as if it were a Lawicel dongle. 

You may find this useful:

https://github.com/autowp/arduino-canhacker

https://github.com/kahiroka/slcanuino