I don't know what that shelter did, but it does not sound right. To read about heartworm treatment, read this link.
As for heartgard killing the microfilaria (baby hearworms), that is correct. It will NOT kill the adults.
ANyway...here:
https://www.heartwormsociety.org/
Please be cautious....and my advice to you is to get insurance for any pup you adopt ... if you have money issues, you don't want to get caught up with a serious condition that you may not be able to afford.
Good luck!