When someone is pained, they're hurt or troubled by something. If you see a boy sitting on the ground beside a battered bicycle looking pained, you should check and make sure he's okay.
A pained look on someone's face might mean that they're in physical discomfort. For example, if your sister gives a pained smile after falling hard at the roller rink, she might have bruised, twisted, or even broken something. In many other cases, a pained expression conveys mental pain. When you're deeply upset about something, it's hard to react with much more than a pained smile if your friend tries to cheer you up with bad jokes.