Worms are not capable of getting shots, nor do they need them. This is a misconception.
Shots are medical injections given to humans and animals to protect against diseases or to treat illnesses. Worms are invertebrates and their biology is very different from ours. They do not have the same immune systems or the same need for vaccinations.
If you are concerned about worms, please consult a veterinarian or a qualified expert on the topic.