No Pixar short film introduced Lightning McQueen before the feature film Cars.
Lightning McQueen first appeared in the 2006 feature film Cars, where he is a rookie Piston Cup racer whose impatience leads him to Radiator Springs. Unlike some Pixar characters who appeared in earlier shorts, McQueen was created for the Cars feature and did not debut in a preceding theatrical short.
The Cars franchise later produced short-form projects, including the Cars Toons episodes Mater's Tall Tales and the Cars on the Road series. Those productions expanded the characters after the feature film rather than introducing McQueen beforehand.
This distinction is useful because Pixar has often used shorts to develop or showcase characters. Mike and Sulley, for example, appear in Mike's New Car, while Mater stars in Mater and the Ghostlight. Neither short introduced Lightning McQueen, so the precise answer is that none did.