Is it normal to feel pain in the breast while under hormonal. Pills?

Possibly. It's possible. Depends on your age, how long you've been on the pill. Questions to consider: is the pain cyclical? ; is the pain bilateral or unilateral? ; is the an associated lump?, is there nipple discharge?
No, but. While it's not "normal" it does occur. Not sure what is meant by hormonal pills, but it would be more likely with oral contraceptives than with hormone replacement therapy.