It was implied by his actions...burning himself with a lighter. But I doubt the “no pain” conclusion is true. Kids do this stupid stuff all the time.
Some people suffering from depression do self-harm like that. They feel so numb and detached that they cut or burn themselves just to prove that they can still feel *something*, even if it’s pain. They can physically feel pain, there’s nothing wrong with their nerves, it’s their mental state.