Shockwave and Flash are two different things. Still, I'm wondering why is Flash called Shockwave Flash at many places?
Originally, Macromedia made the Shockwave plugin for publishing Director content on the web. A smaller company called FutureWave developed an animation program called FutureSplash, also with a web plugin, which had a smaller resource footprint than Director (and might have had other advantages, I'm not sure). Macromedia, seeing this, bought FutureWave and renamed FutureSplash as Shockwave Flash, to serve as a companion to Shockwave. Eventually, Flash became the dominant technology. Later on, Adobe bought Macromedia.
This name confusion arose earlier in the 90's when Macromedia players were prefixed with the word "Shockwave". After Adobe took over they rebranded all Shockwave products.
They had much the same origins back in the Macromedia days, but were intended for slightly different targets originally. Nowadays, it's mostly the same. See here