You might be interested in seeing QGIS tutorials. If you still don’t prefer using QGIS or GDAL utility to convert the file from kml to shp, then you should also look for KML to Shapefile Conversion using Online Tool.
You might be looking for converting KML to shapefile when you get the data from third party or from website which download free GIS map data but in different formats which can also be converted to. QGIS (Qunatum GIS) is an open source GIS tool, which provide you a function to convert the KML file to Shapefile, and Vice versa i.e Shapefile to kml file. ESRI made a standard Vector file i.e Shapefile which is most commonly adopted in the field of GIS ( Geographic Information System), and this made me to convert KML to shapefile, created for learning purpose from Google map.
KML or Keyhole markup language file which store and models geographic features for displaying in Google earth or Google maps, which is not common in use for Map makers and GIS programmers.