Is it normal to feel intense pressure on your eye when you blow your nose?

Pressure. Yes-- the nasal passages, sinuses, and eyes are in close proximity. Blowing your nose hard, especially if congested, can transmit pressure to the eye and the orbit.
No usually. One may feel a mild pressure as one blows that nose as the pressure can be reflected in the eye. Some people have a wide naso lacrimal canal and the pressure can be transmitted and felt I the eye a lot more.