Thanks to everyone for their help. The conclusion for this may be;
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User can plot the shp file directly using gmt plot, it will do the task.
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gdal handles it with following commands.
$ ogr2ogr -f GMT out_file input_file or
$ ogr2ogr -f OGR_GMT out_file input_file
But may be the ogr2ogr give some errors in terminal output but it will do the task.
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To fill the color for whole shp plot, gmt plot with (G) can do the task.
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To color all the polygons with different colors, I followed this procedure (https://flint.soest.hawaii.edu/t/coloring-ogr-gmt-polygon-files-based-on-attribute-column/1129), but it give errors.
Is there an easy way to differently color all the polygons for above map using GMT?
