Does it hurt when there is implantation happening in the womb?

No, it doesn not. After fertilization (around mid-cycle), it takes approx 5-7 days for the developing products of conception to travel to the uterine cavity and implant. Some women notice slight blood tinged/spotting at this time. Others do not. A pregnancy test should be positive by one week after this; e.g., around the time of the missed cycle. Implantation is clinically painless. Don't worry.