While a partially dislocated shoulder can suddenly return to its proper position naturally, that will not occur with a full dislocation. The pain that accompanies shoulder dislocation will not go away until the humerus is back in its socket. If the humerus remains out of the socket for too long, it can cause serious nerve damage.
Most people who try to pop a humerus back in on their own wind up doing it incorrectly and causing additional damage. It is better to seek attention from a doctor who has been trained to fix dislocated shoulders.