Are all the Ultegra brake pads the same?
If you have carbon rims (with a carbon braking surface) you will need appropriate brake pads, so as not to damage the rims.  You do not have to use shimano brake shoes- most (possibly all?) rim brakes will take any brand of shoes. 

There is a carbon rim insert for Dura Ace, which might fit the ultegra shoes.  However if there are no compatible pads for your brake shoes/ rims, you may have to buy a new set of shoes - not especially pricy, and they will come with pads.