Shaking while driving and I put the brakes on?

Hello,

When you depressed the brakes, do you feel the vibration on the steering wheel or on the brake pedal?
If the shaking is on the steering wheel, then it could be faulty suspension component or a tire issue. It can also be due to improperly torqued wheels.

https://www.2carpros.com/articles/wheel-removal-and-re-installation

If the brake pedal shakes, then it is likely wrapped brake rotors. The rotors can wrap due to normal wear and tear.
If the rotor is within specification of the minimum thickness, it can be resurfaced and that will get rid of the shaking.

https://www.2carpros.com/articles/how-to-replace-front-brake-pads-and-rotors-fwd

If you have just done the brakes, then check to see if all the components are torqued properly. I have attached the procedure including the torque specifications for your reference.

Please let me know of any questions.
Thank you.