There are many areas of the body that can cause shoulder pain. The location of the pain is important in helping to determine where the pain is coming from. If your pain is below the point of your shoulder then the shoulder joint is possibly involved.
However, if the pain is on the neck side of the point of your shoulder then the cervical spine, thoracic spine, acromioclavicular and sternoclavicular joints do need to be excluded as possible causes.
The most important message when understanding pain in the shoulder is that the shoulder is best viewed as a complex of joints rather than one joint in isolation. Any of the areas I have mentioned above can result in pain in your shoulder or further down your arm.
The best approach is to have an assessment by your therapist to determine the cause of your pain. They will be able to direct you if you require scans or a specialist review.