I personally haven't gotten it done, but I was there when my mom did, and friend! For them he just stuck a huge needle through their nose, and then used something to hold the hole open while he put the earring in! Both of their eyes watered a little bit, but they said it didn't hurt! Just felt a little weird. Good luckkk!(:
It just hurts for a few seconds, so the pain isn't terrible. Just make sure you follow cleaning instructions to avoid infection, and don't change the jewellery until it's completely healed and then some.