Is it normal to feel pain and emptiness all day?
Sadly, for depressed people, yes. For your average person, no, not permanently. Maybe if one was to lose someone or have something really traumatic happen in their life, that person may suffer from temporary depression. But for true, everlasting depression, most of us feel either empty and sad, or emotionally numb and a lack of motivation. Sometimes 24/7. Sometimes it comes in waves. We're here if you need to express yourself. There are many others here that can sympathize with your situation, I'm sure.
Sometimes a therapist can help, as well as meds...sometimes. You'd have to try it to see how it works for you.