Corrected entry: When Trinity jumps out of the window and an agent is chasing her, she gets a few severe glass cuts. Once she is resurrected and back in reality, though, her face seems to be just fine. It was stated in the first movie that every wound you get in Matrix is going to appear on your physical body, too.
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Correction: This seems to be an odd point in the matrix. In the first film, where Neo gets shot repeatedly in the chest/stomach, the wounds don't appear in the real world. It seems that only wounds that the body can re-create easily (such as when neo falls, he spits up blood, his body could create this by biting his tongue or cheek or something) actually appear in the real world, but the effects (pain, death in extreme cases) still carry over as these are controlled by the mind. So the wounds wouldn't show up on Trinity's real body, but she probably still feels some pain.
Gary O'Reilly