Two different terms that, in our case, do the same thing.
In our cars, the Strut assembly includes the damper, so when the damper (shock) portion wears out, we have to replace the whole thing.
On many cars, esp. those without MacPherson strut suspensions, the structural portion of the suspension is separate from the damper (shock).
On some cars with Mac struts, there is a replaceable insert, but we are not so lucky.
So, around here, you will hear "shocks" and "struts" used almost interchangeably, since to replace one means you'll be replacing both by default.
HTH.