Have been diagnosed with sle (lupus) and have severe pain throughout my body. Is this normal?

Yes. Lupus freqently causes joint and muscle pain. Sometimes patients develope a secondary fibromyalgia syndrome. Treatment is directed at reducing inflammation and conditioning the joints and muscles.
SLE. I am unsure why you think the lupus is responsible for severe pain throughout your body. Sle can cause muscle and joint aches but usually not whole body pain. You should see your primary doctor for further evaluation.