When a fast moving object passes by, I can't seem to focus my eyes on it. Is this normal?

Depends. On how fast. Too slow eye movement could be sign of neurologic disease or brain tumor- check it out.
Yes. Yes this is normal. Firstly, fast moving objects don't remain long enough in the central visual axis to project onto the macula (the central portion of the retina, responsible for fine detail vision) and thus are perceived as a blur. Secondly, by the time you are aware that a fast moving object has passed by, you cannot quickly enough generate a voluntary eye movement (called a saccade) to catch it in the central axis. Saccades are forceful voluntary movements, but the implicit time to generate one is rather long, as compared with a pursuit movement, which is an involuntary eye movement with a much shorter implicit time. That is to say, once you do catch sight of a fast moving object, you can track it rather efficiently with a pursuit movement and keep it in your central visual axis, perceiving detail.