What is the treatment for a pinched nerve, bursitis, sprain or strain the same?

See details: All are treated differently. Treatment depends on the cause and location of the pain.

Inflammation: IN the situations you mentioned, the common reason for pain is inflammation which is treated with steroid injections many times, so the same medication can be used to treat all these conditions, however, the dose may be different and excessive doses may lead to irreversible complications.