Comparing Street Address to ESRI spatial file

I have a list of street address information that I would like to compare against an ESRI shape file that I downloaded from us.census.gov. Basically I am trying to determine if any addresses on my list fall into any of the regions within the ESRI shape file.

us.census.gov has a tool to retrieve geo coordinates by processing my address list, but I'm not sure on what column or columns I would use to compare.

It would be awesome if this can be done with SQL some how. But if there is another language that I may be able to leverage such as R or Python, let me know. I also have access to the desktop version of tableau in case someone might know how to do this in tableau. Thanks!