There are some issues with shells in steady-state dynamics analyses: Utilities to handle ccx issues with shells in steady state dynamics
For modal dynamics, only the first point from there should apply. So it should be normally doable. The setup depends on what exactly you want to achieve. When it comes to the excitation itself, you can apply a force load, use mass section for added mass or even define base motion (special boundary condition type for linear dynamics) via Keyword Editor.
To simulate the preload, you will need 3 steps - Static, then Frequency with Perturbation and Storage enabled and Modal Dynamics.