An injection is a shot, or a dose of medicine given by way of a syringe and a needle. When you get jabbed in the arm with a tetanus vaccine, that's an injection.
The medical kind of injection forces a small amount of a drug under the skin or directly into a muscle. Other injections are similar in that they involve a liquid being forced by pressure, like the fuel injection in a car, which pushes gasoline directly into the engine. Since the 1600s, injection has been used to mean "forcing a fluid into a body," from the Latin inicere, "to throw in" or "to throw on."