According to a book I was recently reading, there are two kinds: lesions on bones, and cancer in bones (I don't remember the technical terms).

I had a lesion on my thoracic spine from previously undetected prostate cancer. It was compressing my spinal cord and crushing the nerves. The pain was like a cramp or pinched nerve, sometimes radiating towards the shoulder, and I felt it mainly when I walked. Nothing showed up on x-rays. Eventually I had trouble balancing and my feet went numb. I was fully paraplegic by the time they operated to relieve the pressure a week later.

Cancer inside the bones would feel completely different, I'd think. Mine didn't hurt too much; it was the nerve damage that sent me to hospital.