Wait it out and run the filter.
Yes, cloudy water after shocking is normal. Don’t panic.
When you shock a pool, you’re nuking algae and bacteria. Their dead bodies (and any other organic junk) get oxidized and turn into tiny particles that make the water look milky. The filter needs time to catch them.
First step: keep the pump running 24/7 if you can. Brush the walls and floor daily to loosen stuff. Check your pH is in the 7.2–7.6 range—low pH slows down the chlorine, high pH makes it less effective.
Don’t add more shock unless the water turns green. If it stays cloudy for more than 2–3 days, you might need a flocculant or clarifier. But start with patience and filtration.
Most cloudy-after-shock problems solve themselves in a day or two.