I believe "gain" can requier hard work, but it is not necessarily painful, in fact one can enjoy the work so much that it outshadows all gain, and gain comes as a by-product. At the same time on can exhaust oneself with work without achieving the desired result. So I would put it into question,it is needed to clarify the meaning of "pain".

No,There are some people who get things without any pain.

yes,l agree :)

yes, i really believe no pain no gain.