Is www.domain.com the same domain, or is that an external include?
If it's internal, it would just be:
PHP Code:
function showads() {
include ('FILEPATH/adsense.php');
}
add_shortcode('adsense', 'showads');
(You'd need to know what FILEPATH is, but what you use there will depend on where adsense.php is. If it's in a plugin, you'd maybe build FILEPATH with WP_PLUGIN_DIR; if it's in your Theme, you'd build FILEPATH with e.g. get_template_directory().)
However, if it's an external domain:
PHP Code:
function showads() {
include ('http://www.domain.com/adsense.php');
}
add_shortcode('adsense', 'showads');
(And you'd need to ensure that your PHP settings allow for such external URL includes.)