Typically, people think of cells in the body sending "pain signals". Our knowledge in pain science tells us this isn't that case!
Terms like pain signals, nerve endings and damage get thrown around a lot when discussing pain. Our current understanding is far more complex than this, and involves the whole body as being part of a person's pain experience.
What people typically think of as pain signals, are what we refer to as nociception. Nociceptive signals are messages of danger from somewhere in your body, sent via specialised channels to the brain. The brain receives these signals, assesses the whole situation then filters it, before deciding what to send back down.
Sometimes, pain is sent down as a protective mechanism, and this is when things hurt.