Shock waves are large amplitude pressure waves produced by an object moving faster than the speed of sound like a boat or plane, or other things such as an explosion, lightning or even a moving piston.
When a source moves faster than the waves it produces, no waves will form in front of the source but will pile up behind and become compressed. The waves protruding are confined to a cone that narrows as the speed of the source increases and the waves bunch up, creating high-pressure regions outside the compressed waves. This border from inside to outside is the shock wave. The strength of a shock wave dissipates greatly with distance, much more so than a regular wave, as heat and other energy are more quickly transferred into the surrounding environment. Once enough energy has dissipated, the shock wave will become a regular wave such as a sound wave.
In this image, the USS Iowa is firing shells from its cannon that travel about twice the speed of sound. While the shells themselves will likely produce their own shock waves as they travel through the air, it is the shock wave caused by the explosion of the cannons that is visible on the water.