No, a shareholder does not hold any right in the copyrights of the company.
Company is a separate legal entity and it possesses assets in its own name. Hence company is the owner of the assets and the directors or shareholders or employees are not allowed to use its assets for personal use. The copyright is an intangible asset of the company alike to any other assets owned by the company. As a result shareholders cannot use the copyrights of the company unless and until company provides any license to use it.