The water does not have to break to go in to labor/contractions. Some women in labor have it done when admitted to the hospital to get things going. As far as pain with contractions... everyone is different, for some it's beyond the worst pain ever, others very quietly give birth without a sound.
With my first, I started contracting the day before they broke my water, my second I had a small amount of water and no painful contractions up til right before I had her, my third I had started painful contractions and had her within the hour. So it varies.