Injured my shoulder now it is constantly hurting. how to treat this?

Start simple: Rest, ice, activity modification. Ibuprofen or naproxen. If, after a few days, no improvement, then go straight to an orthopedic surgeon or sports specialist. An exam, x-rays and possibly an MRI would be part of the evaluation. Serious injury must be ruled out, as these can require surgery. If surgery can be ruled out, then most problems resolve with time and therapy.