Uninjured means not hurt. If the quarterback in a football game gets slammed into the ground, everyone hopes he gets up uninjured.
Uninjured requires a specific context to make any sense. If someone asks you how you're doing this morning, you're probably not going to say, "Oh, you know, I'm uninjured." But if you're involved in dangerous work or in any situation where injury is possible, "I'm uninjured" is a meaningful statement (and a great relief). So we only use this word when it's possible for you to get injured, or it looks like you have been.