You can bone any prop but it required software outside IClone/CC. For example, the common and free software tool is Blender. You can import your OBJ file into blender, bone the prop and then bring it back into iClone via 3DXChange. In Blender you could even use a CC armature (bones) as a starting point and remove all the bones that you don't want...

But why? What is the advantage?
If you bone the shoe then you will need to adjust both the character feet and the shoe if you are animating feet movement. If you create a proper CC shoe then the shoe will automatically move with the character movements.
And actually it is probably easier to do.

The workflow (using Blender as an example) would be:
1. Import a CC character FBX file into Blender (CC can create one for you if you select the Export Nude Character option or you can download the file from the RL website in the developer section)
2. Import your Shoe OBJ file
3. Attach the shoe to the bones. In blender you do this by (right) selecting the Shoe, then holding shift and (right) selecting the Armature, placing the mouse over the display window and pressing CTRL+P and then selecting "With Empty Weight Groups". (This will move the shoe mesh under the Armature in the selection list).
4. Weight paint the shoe. Weight painting tells the software what parts of the shoe move when specific bones are moved. You can weight paint the shoe manually but in most cases you can copy the weight paint from the CC character as a starting point. Click on the CC Body found under the Armature, the hold shift and click on the shoe. Change from Object Mode to Weight Paint Mode and then use the Transfer Weight Paint option. This copies the weight paints from the body to the shoe. You will probably want to adjust that a bit since wiggling your toes will not likely affect the shoe.
5. Save as FBX and then use the Cloth option in CC to load it into CC.

It may sound a bit complicated at first but it is fairly easy once you get the hang of it. There are numerous video tutorials which demonstrate the above workflow. I am sure if you search on YouTube you will find many examples.

"We often compare ourselves to the U.S. and often they come out the best, but they only have the right to bear arms while we have the right to bare breasts"
Bowser and Blue, Busting The Breast