I just started playing with this and this is how I did it but I'm sure someone has a better way.

1. create a surface and assign the shader to the surface.

2. render the scene and save the file as abc.ma.swatch. I think the name has to be the same as the original file name( i.e. abc) but you can change the name of the original to suit your needs.

3. Open the folder where you saved the file, in my case it had .iff added to the end, just remove that extension and your icon should change to a camera.

4. Copy the file and paste it into the .mayaSwatches folder where the original file is located. In other words if ABC is in a folder called Misc then you should copy the new file into the .mayaSwatches subdirectory of that folder. If you created a new folder you will have to copy and paste a .mayaSwatch subdirectory folder from one of the directories ( Windows won't let you name a folder with the period in front of the name) and then just delete the copied files inside it.

You'll probably have to play with your settings and stuff to get it right, I know I still am.
I hope this helps, I think I explained it right.

Pete