Clams do not feel pain like us humans do.
A clams nervous system is different than a humans nervous system and unlike humans clams do not have pain receptors in their bodies.
In order to feel actual pain you would have to have pain receptors and since the clams do not have the pain receptors they are unable to feel pain like humans.
However according to research the clams do feel some discomfort when you cook them or cut into the clams to kill them.
So the clam does feel something such as discomfort and possibly a tingling feeling but the clam is not in severe pain when you cook them or slice into them.
So don't feel too bad about hurting the clams when you kill them to eat them or cook them.