Difference between shock wave and shock ?

A shock wave is also known as the sound frequency. Shock would be classified as the electromagnetic radiation frequency.

 

You might be confused about your terminology onlinementor; your response isn't correct, and seems to be quite unrelated as-well.

These are (obviously) very related terms. In general, a 'shock' is a contact discontinuity in pressure and/or density of a material. There is often (if not always) a similar discontinuity in temperature, specific energy, entropy etc.
A 'shock wave' is a 'shock' which is propagating along/through the medium---e.g. from an explosion, or non-equilibrium accretion process.

There can be 'standing shocks' in which the shock is stationary; generally this would not be referred to as a shock 'wave' (but the terminology is somewhat loose).