Greetings,
I see your post is getting old, so you've probably solved it already?
Anyways, here is a couple of things to be aware of for you and other users seeking information on this topic:
First: Be aware that the ESP32 works with 3.3v logic on the pins. AFAIK the TouchScreen library is designed for 5v (Arduino) logic. If you get the touch shield to work, you will be challenged with calibration issues. I'm just about to try the same for myself (another go), after i realized the following:
The XP, YP, XM and YM pins are not the same on all displays even if they look identical. I have three different versions on my bench, and the all look exactly the same.
My exact cases are like this:
Display 1: YM and XP maps to D0 and D1 respectively. XM and YP maps to CS and RS respectively (on the back of the display).
Display 2: YM and XP maps to D7 and D8 respectively. XM and YP maps to CS and RS respectively.
Display 3: YM and XP maps to D7 and D8 respectively. XM and YP maps to RS and WR respectively.
There may (probably) be other variation.
The first thing to figure out is which four pins are actually wired to the touch sensor. I suggest ohm meter. Measure from D0 to each of the analog pins while touching the display. Then do the same for D1, D7 and D8. Whichever two pins on the analog side (RD, WR, RS/DC, CS, RST) you find active, needs to be connected to analog pins on the ESP32.
If you can't find any pins that react to touching, there might be other combinations. Trial and error is the last resort

Or maybe you just have a faulty touch sensor...