Alright, so to answer Cap's question: he is naturally fast, but his shoes are specifically designed to produce zero friction by hovering just slightly over the ground (by a fraction of an inch), so he can "skate" over any ground, and thus accelerate even faster. Furthermore, the rings he wears on his gloves and shoes actually inhibit both his power and speed, and when he takes them off, he can move and fight exponentially faster.
And now for Nire's question: no, he is not a clone of Sonic. Rather, he is the "Ultimate Life Form", created by Dr. Gerald Robotnik (Eggman's grandfather) and an alien warlord named Black Doom (leader of the Black Arms). Shadow was created as a means to cure Gerald's granddaughter Maria from an incurable disease, and also to bring hope and peace to Earth. Secretly, however, Black Doom double-crossed Gerald by also designing Shadow to be a weapon of mass destruction used in Black Doom's conquest of Earth. Gerald naturally double-double-crossed Black Doom in return by giving Shadow the free will to choose his destiny (which Shadow did, choosing to completely annihilate both Black Doom and the entire Black Arms race).