Yes if you don't get sedated during a colonoscopy the colonoscopy without sedation will be painful.
When you go into the doctor for a colonoscopy the doctor performing the colonoscopy will almost always sedate you and you certainly do not want to opt out of sedation because it will be a painful experience.
With the sedation during the colonoscopy the procedure will be painless or virtually painless.
My dad had a colonoscopy and he said he didn't feel anything after the sedation although at first he was worried about it.