It depends on a lot of things. First, if you can contunue training with the injury or not. If not, then you will be RTU'd. If you're a reserve, you go home and redo the course later. If you're Reg, correct me if I'm wrong Reg pers out there, but I believe you go to PAT platoon (pers awaiting training), and redo the course later.
Minor injuries aren't too bad. Lots of troops hide injuries to avoid being RTU'd, so it's really your call what you do. Obviously you can't hide a broken leg. As an example, I managed to fake recovery of a broken rib on my basic (it wasn't too bad to begin with) and wasn't RTU'd. It healed on its own, but it hurt like a bastard while on course.