Yes, they are one of the best things you can put in a shrimp tank. While it looks like the shrimp are "eating the leaves," what is actually happening is the leaves are getting broken down by all kinds of microorganisms, and the shrimp are eating those.
It works best with hardwood leaves (oak, etc.), though obviously it will vary a lot depending upon where you live. You go out and collect some leaves that are brown, from an area where you know there has not been any pesticide use. Rinse off any surface dirt, and then throw them in a bucket. When they are waterlogged enough to naturally sink (usually just a few days), they are ready to put in your tank.
Your shrimp will love you for it. :hungry: