The MapShape data template does not allow to use event triggers like to the following way:
<telerik:MapPath Stroke="{Binding Stroke}" Fill="{Binding Fill}"  StrokeThickness="1" Data="{Binding Geometry}">
    <interactivity:Interaction.Triggers>
        <interactivity:EventTrigger EventName="MouseLeftButtonDown"> 
            <interactivity:InvokeCommandAction  Command="{Binding MyCommand}"/>
        </interactivity:EventTrigger>
    </interactivity:Interaction.Triggers>
</telerik:MapPath>