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1.The painful lumps with collection of pus within possible cause is an hair
follicle infection,next possible cause could be
subcutaneous abscess due to infective causes.
2.Lumps out side the labia, possible cause could be ductal dilatation-
Bartholin cyst - does not need any treatment unless causing any discomfort.
3.The lumps under arm can be treated with a course of antibiotics or a small
incision and drainage followed by antibiotics depending on the size and complications.
4.As a remedy do not squeeze the lumps, it will only complicate, ( clean the arm pit area with antiseptic liquid to clear infections)
5.Suggest to see your GP get them examined and treated accordingly. Good luck.
Hope i have answered your query.
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http://doctor.healthcaremagic.com/doctors/dr-ganesh/62888 Thank you.