I Am An Ms Patient Who Is About To Begin

I am an ms patient who is about to begin taking Copaxone by syringe 40ml 3 x a week. I have not been lucky enough to get the Dr. to have me granted the blessing of having a nurse come to show me how so I am trying to figure out if that is a safe thing to do? I dont know anything but what I have been reading and it appears that you are to squeeze 2 in of your flesh and then insert the needle let go of the pinch and inject. I am very thin have little fat is this a shot that is going in to the muscle or just a little layer of the skin I think I should not do this without instruction