When you have a sunburn it certainly can be painful and so you should apply a cool compress to the sunburn for awhile to help it cool off.
Then apply some Aloe Vera Gel or moisturizing cream to the sunburn and massage it in although it can be painful but the Aloe Vera will help to soothe the sunburn and make it feel much better.
Avoid peeling the skin because it can make it worse but the sunburn skin will naturally peel away on it's own.
You can also take some Ibuprofen to help with the sunburn pain and just give it time and the sunburn will eventually go away.
Another way to soothe a sunburn and help it heal is to take a spray bottle and add a cup of apple cider vinegar to the spray bottle and then fill the spray bottle the rest of the way up with water.
Shake the bottle to mix the apple cider vinegar and water together and then spray it gently onto the sunburn.