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The pain can be due to several different causes
The most common among these are trigeminal neuralgia and herpes zoster that is shingles
Pain in shingles can appear several days before the typical blisters of shingles appear and involves one side of facebut can be burning in nature as you describe
Another cause can be dysesthesias involving the nerves of face.
You need to get this seen by a doctor as there can be many different possible causes and a better diagnosis can be done by a doctor who examines you.Meanwhile you can take a painkiller like Ibuprofen to get relief from pain.
Treatment would depend on the cause which is identified