I would say the couple the surrogate won't be raising the baby. The couple could do something nice for their surrogate though if they wanted. But I would say not a shower , baby showers help the parents of the baby.
the shower is for the mother, the surrogate is not the mother. Altho it might be nice to give her pregnancy items like stretch mark creams or ginger for nausea, but otherwise, the parents would be taking care of her needs.