"Painful" describes something that makes someone feel pain. "In pain" is how someone feels after being hurt. So, for example, a punch is painful, and someone who has been punched is in pain.

Painful is an adjective

Painful - used to describe something that happened or will happen. Either future or past. Being 'in pain' is present. Getting hit in the face yesterday was painful. Getting hit in the face again tomorrow will be painful. Ouch I just got hit in the face, I am in pain.