It depends on the severity of the shock. Electrocution actually means to die from electric shock, so in a sense you would do nothing as you would be dead.
If the shock is minor, such as static shocks, no action needs to be taken as the shock will have no effects other than the initial pain.
If the shock causes burns or tissue damage, then you should consult a medical professional, again this depends on the severity of the burns.
If the shock causes the victim to pass out/faint, have seizures then you should call an ambulance immediately. The shock may have caused heart problems or could have had a strong effect on muscles.