How can I open a Shell inside a Vim Window?
Neovim and Vim 8.2 support this natively via the :ter[minal] command.
See terminal-window in the docs for details.
:vsp or :sp - splits vim into two instance but you cannot use :shell in only one of them.
Why not display another tab of the terminal not another tab of vim. If you like the idea you can try it: Ctrl-shift-t. and move between them with Ctrl - pageup and Ctrl - pagedown
If you want just a few shell commands you can make any shell command in vim using !
For example :!./a.out.