No, the dog was not really killed.
Just saw the film, and watched that scene several times. It's not a pleasant scene to watch, but I think people are forgetting something--there's a lot of feral dogs in that part of the world, and it would be easy for the producers to get a dead dog who looked like the one they used in the movie.
It's a different dog. Compare them--different markings--similar enough to fool the audience with brief shots, and so much going on in that scene.
You don't see the dog get hit with the stick--cut to dead dog they found in the street getting kicked around--cut to Shaft beating that jerk's ass in a stick fight.
So yes, there's a real dead dog, but it's not the same dog that we see romping around Shaft--what happened to that dog, I have no idea--he might have belonged to somebody working on the film, for all I know. Like I said, a whole lot of dogs in Africa, and very nice ones--wouldn't need much training to act the way dogs there usually act when somebody gives them food--"I am your friend for life, man."