There is "Shock indicator" variable which can be used as mesh adaption criteria. But it has to be described beforehand. So, the question is where and how Shock indicator variable can be described? Thanks for your replies.

I wouldn't use this to adapt. Adapt on Pressure or Density with the multiply by edge lenght option. The challenge is not to capture the shock by refining the mesh across the shock, but rather to capture the flow accurately upstream of the shock. If you adapt on the shock indicator you'll miss this entirely.

-CycLone