Technically all that happened in the past.   See 2 other replies

In a future battle against Hanzo (the dictator of the Rain Village that brought so much war and suffering), Yahiko sacrificed himself and is killed and Nagato releases the power of his Rinnegan that leaves him immobilized. In the end, Hanzo is killed and Nagato creates the "Sage of Six Paths", six corpses with specialized jutsu that have charkra rods (Pain's piercings) and Rinnegans in them so they can be controlled by Nagato, and uses Yahiko's body as the main "Tendo Path". Nagato takes on the alias Pain, and is usually always in his tower in the Rain Village. He travels by using the Sage of Six Path's bodies.
Technically, both Yahiko and Nagato are Pain, but the character most referred to as such is the Tendo path, aka Yahiko's corpse. Konan is Nagato's right hand is is usually with him in the tower or out with the Six Paths.   See 2 other replies