Injections generally form into two groups. You can have injections for pain relief such as steroid injections or injections trying to rejuvenate the area using your own blood.
Steroid injections are an anti-inflammatory injection which reduces swelling and thus reduces pain. However, they do not necessarily improve the tissue itself but they do help a lot of conditions by easing the symptoms especially in carpal tunnel, trigger finger, joint arthritis, tennis elbow and golfer's elbow.
Platelet Rich Plasma and Autologous Injections take blood from your arm, spin it in a centrifuge and the platelets, which are the healthy tissue in blood plasma, are injected back into a certain area requiring treatment to rejuvenate and bring in healing properties.
An analogy to compare with is if you have fallen and cut your leg, a scab forms as it heals. It is the platelets in the blood that form the scab and eventually the scab lifts off leaving healthy tissue underneath.
The principle is the same for platelet rich plasma.
Your consultant will decide with you what the appropriate treatment is for your specific problem.