How do you know for sure that your water broke, can it happen before you have any pain?

Yes it can.: Prelabor rupture of membranes is not rare and occurs pretty much without any warning or pain; a large gush of fluid (usually clear with a yellow tinge similar to dilute urine) wets your underwear and drips to the floor. It is usually mistaken for urinary incontinence episode, which is also not rare with advanced pregnancy. An examination by your obstetrician in the er will tell one way or another.