Yes. Yes is effective if it is done by the right person for the right diagnosis , may have to be repeated once or twice.
Definitely. I almost always recommend epidural injections when pt, and other modalities has failed to help the patients. This is one step before considering surgery. Also it can help the location of the pain.
Yes. As long as the pain is due to inflammation of the nerves in the epidural space (radiculopathy), they may be helpful. Steroid injections don't help muscle pain and they work best when used as part of a comprehensive pain management system. Your pain management doc will examine MRI and take history to see if you'd benefit from these or other procedures.