There may be lots of reasons, you may suffer from infections, you are allergic to the makeup, or the makeup you bought may not qualified. So, you need to define what make your itchy on your own.
Stop using the makeup right now, if the itchy stop as well, it means the reason may be the makeup. So, you need to change another one. If your eyes still get itchy, you may got infection, then you need to clean your eyes immediately, then use eye drops.
If the makeup is false or outdated with the quality guarantee period, the virus and bacterial will afflict your eyes when you use it. You eyes will get infection or inflammation with the foreign body into your eyes. The best makeups products will be made of natural plant and have nothing damage contents to your eyes. The fake makeup will stimulate the eyes with chemical material. Please check the production date of the makeup or change a new one. Besides, you can also check if your eyes will get allergy by some material. If so, avoid using such kind of makeup which made of the allergen. Hope the suggestion will help you.
The most possible factor is cosmetics enter your eyes. Based on this condition, flush your eyelids with clean and warm water as soon as possible. And then drop some basic eye drops to prevent eye infection and itchy in eyes. If not, you should consider you are allergic to such cosmetic. However, these two factors are not the real reason, then you need to check whether you have gotten blepharitis, eye stye or not. But you are already unwell when you makeup, so do not make up again until you make sure that your eyes are okay.