Define pain.
You should not feel any sharp pain as a result of a work out. Feeling pain indicates you have damaged something such as a tendon or a ligament.
If you mean muscle soreness, that is a "necessary" aftereffect of your work out, particularly if your intent is gaining muscle mass.
If you are new to working out, you may experience this soreness for some time, it will eventually reduce as your body gets used to exercising. Additionally, you should never push yourself in a work out to the point that you are sore for several days. If that is you, in your avatar, I can say you are probably a ectomorphic build (probably, that picture is too small to judge completely). Ectomorphs have a weaker skeletal and muscular structure compared to the other body parts (ectomorphs can usually be characterized by being tall, lanky, skinny, high metabolism, or double jointed capabilities, etc), and thus also can take a longer time to heal their muscles. I have ectomorphic characteristics as well, it would sometimes take me well over 2 days to heal, particularly the chest for some odd reason.
After a good work out, you should feel SOME soreness the next day, that is an indication that you challenged your muscles enough, but remember, it shouldn't be to the point that it would be excruciatingly to poke your muscle two days later.
Let us know if you have any other questions.