AFAIK: yes. However, Pro/E is pretty good at automatically solidifying imported surface sets that form a closed volume, so my guess is that your surface set has some leaks (and it would therefore be impossible to define an enclosed volume anyway).
You could test by opening the shrinkwrap and, if it’s appearing as surfaces (cut a section or use View->Display Settings->Visibilities [WF4]) then add a Solidify feature and see whether it works.
HTH,
Jonathan