You may not. Although the eye is very sensitive to pain, the quality of the pain often does not tell us much about its cause. Classically, people with migraines may get throbbing headaches around the eye, but it is unusual for the eye itself to experience pain. Likewise, inflammation and injury to the eye can cause pain that may feel like a headache. Any severe pain should be evalauated immediately.
See your eye doctor. It can be difficult to tell the difference between migraine pain and pain coming from the eye. Usually migraine pain will get better in several hours while pain from the eye is persistent. Severe sinus congestion is also "felt" in the eye. When in doubt it is always better to see an ophthalmologist to be sure.
Eye examination. To distinguish between eye pain that is due to eye disease or referred pain from some other illness requires a complete eye examination.