Travel vaccinations improve your body's immunity against a particular disease. Travel vaccinations are not normally carried out using a vaccine containing the 'real' disease - it's a dead, dummy form of the real thing. The vaccine fools your immune system into making protection against the real disease, should you ever encounter it while abroad. This means your immune system will be able to fight off the real disease when you're abroad without your ever knowing you had encountered it.
Most vaccines come in the form of a small injection into the upper arm (the top of the upper arm where the most muscle is found). The injection shouldn't hurt, as long as it's done really gently, using the smallest possible needle and while the arm is relaxed.
Will I get side-effects from my travel vaccinations? Maybe, but probably not. The most common side-effects occur a day or two later and include: heavy arm, some tenderness at the site of injection, mild flu-like symptoms.