Many doll makers sculpt shoes directly on their doll's leg armature instead of making them separate. We found one photo WIP that shows how one doll artist made a shoe with a small heel. You will find it here: https://morezmore.wordpress.com/2015/07/31/alice-workshop-part-3-hands-and-feet/
Another doll artist shows how she made a very high heel on her sculpt: http://patriciarosestudio.blogspot.com/2015/05/a-few-pages-will-be-added-every-few.html
Scroll down the Pink Lady photo tutorial to see how she did it.