I was wondering what do they do when you are getting your braces on for the pain?

Bad jokes: Applying braces to your teeth is not painful. At most there will be some mild transient discomfort. Make sure your mouth is immaculately clean, and that you are flossing every day b before braces placement. Have a good breakfast, don't go in on an empty stomach. Follow orthodontist's directions for pain management after appliances are placed (advil, salt water rinses, etc.) you'll be ok.