Actually, pain receptors are located throughout the human body (I'm would like to think it is true of chickens). The chicken won't "feel" any pain because those pain receptors won't reach the brain to integrate it as pain. However, I THINK that chickens have local reflex arcs, that's why they can still move after being beheaded. The local integrating arcs or system (spinal cords, if chickens have one of equivalent?) can process information from the efferent receptors and offer an afferent response while also sending that information to the brain. For example, when a normal person puts their hands on a hot iron, they local reflex arcs will pull their hand away before their brain can eventually tell it is painful (we pull our hands out first, then our brain tells us it was painful). It's kind of like a cockroaches; they can still live for a week without their heads, but that's because their brains are located throughout their body and not just in their heads.