It's the same as in English.

Haluan leipää = I want bread
Haluan leivän = I want the/a bread

"I want bread" says you want some amount of bread, meaning you are not specifying how much. Maybe it's one bite, maybe it's three loaves of bread. You are not specifying. In Finnish this is "haluan leipää".

"I want a bread" means you want one bread. Not half a bread, not one bite of a bread, not three breads. You want precisely one bread. In Finnish this is "haluan leivän".

Same is with shoes.
I want shoe = Haluan kenkää.
You can say so, but it means you somehow don't really want to have a shoe or a pair of shoes, or any other specific number of shoes, but just... "I want shoe".
It sounds kind of very sexual. (And kinky!) It sounds like saying "I want dick" or "I want pussy", but with "shoe" instead of "dick" or "pussy". Or alternatively, that you want to eat some amount of shoes because you find shoes tasty.

So: Yes, if you want shoe as a material, not as an object to wear, you can definitely say "haluan kenkää". In the same situationse where you can say "I want shoe" in English. It's a very rare thing you'd be in a situation where you need that phrase either in Finnish or in English, but it is a grammatically correct phrase for a very specific kind of an occassion!

"Kengät" also works for bread. "Haluan leivät".

This form is for when you are talking about a set of something. And shoes come in sets of two.

Hence "kengät" not "kenkää".

And if you prepare a bunch of sandwiches, you might say "haluan leivät" when talking about the set you prepared.

Like the other commenter said, the english equivalent of "haluan kenkää" is "I want shoe". "Haluan kengät" is used when meaning "I want a pair of shoes".

"Kenkää" is also used to mean "fired". As in getting kicked.