You can't, feeling pain isn't a skill, it's internal.
You can, however, teach him how to distinguish between a 'meh' injury and a 'let the doctors look at it' injury.
I don't really know how to myself, but i'm lucky enough that my pain tolerance is such that 'i still feel it after 5 minutes' warrants a trip to the doctor. It still doesn't hurt, but i feel the tingling of the hit/bruise/cut. I guess i can call that "pain", for intents and purposes, but it really isn't.
for the record: congenital analgesia (wiki link) is the condition mentioned a few times. That one is a dangerous one indeed, but as long as you feel bruises, there isn't a problem