Should I fly in to Shanghai Airport?
Note that this means you are asking for someone's advice about which airport they think would be best for you to fly in to. When we're asking that, we don't use "arrive". You would use that in a statement related to this, but not a question.
John: Should I fly in to Shanghai Airport?
Jane: Yes, that's the most convenient airport for our office.
John (later that day): OK, I've booked my flight. I arrive/I will arrive at Shanghai Airport at 2pm on the 23rd.