Ouchy.
Normally, unless assured otherwise, it's safe to assume that wood is untreated.
To 'treat it', in usually needs submerging for a week or so, usually in a tub or bucket outside, with occasional water changes.
This drowns and hidden creepy-crawlies and ensures that the wood is going to sink and stay sunk.
One thing that often happens when you do this is that there's a 'bloom' of bacteria on the wood, which will eventually dissipate. (This could also be a reason for your apparently cloudy water). Your shop should've advised you of this, when taking your money for the wood.
Sometimes, you can buy wood that has already been treated, though this is usually substantially more expensive.