How do I turn my sprite to a shader so that I can use it as a trail?
Your question is unclear. I think you are mixing up your terms, but I’ll try to take a guess at what you want.
If you want to put a trail behind something, you generally attach a GameObject with a TrailRenderer on it.
All renderers (including TrailRenderers) require a Material to determine how they look.
A Material is a collection of settings for a particular Shader, which is a tiny program that runs on the GPU and produces graphics.
The settings in a Material may contain, among other things, a reference to a Texture.
A Texture is simply an imported graphic image.
One way of importing a texture is as a Sprite, but this is irrelevant as far as getting a texture to “slot into” a material that you put on a renderer.
All of the objects I mention above are primary objects in Unity. Very few of them can actually be “converted” into each other, and each has a specific relationship to another, in terms of how they function together. I suggest taking a moment to go through some of the tutorials in the “Learn” section found under the link at the top of this page, because it will be much easier to work in Unity once you are using the correct terminology.