This is a very complicated subject and varies based on the individual, It depends how sensitive you are to the energy.
The energy is not just bound to your nervous system as this energy is bioelectricity, and every cell in your body carries this energy since you are made mostly of water. A average 15% fat human body can contain around 11,000 watts per hour. This energy is used by the cells to support and maintain the sytem and the consciousness they support.
With most cases on K purification it will feel like subtle vibrations throughout the body, ussually beging at the base of the spine between the anus and sexual organs (some people such as myself begin around the feet.)
If this energy feels like pain you are doing something wrong, I find it is useful to remain mindful at all time of what I am thinking, In the past whenever I have a bad though I have a energy pain somewhere relevant in my body (example, I think lust of sexual misconduct and burning energy will course through my sexual organs, if i am not at peace my heart will burn, if I imagine negative images my brain will burn.)
Kundalini is a conscious energy within yourself and has a pure "personality", it feels pain and will respong to let you know you are hurting it, hence the pain you get in return.
In my case I have developed it very far to the point where I hear the voices emmanating from my centres. (They sound like bees, birds, small cats, bells.) I have purified to the point where the physical pain has gone, but if I show any negativity the voices will sound sad and pained and this is enough incentive to make me purify myself further.
I believe the pain is not part of the purification process, rather a way for this energy to communicate to you when you have not developed other ways to communicate with it.