Okay, if your phal came with dark green leaves and was in bloom, that's it's normal color. You can have a phal several feet from a window and if they are getting direct sunlight they will burn. Someone on this forum had one in the middle of a large living room but it was facing the wrong way and the plant burned from too much sun. If you feel the leaf and it's hot, move it. They love sunlight, just not direct sunlight, unless its early morning sun....like up till about 10 or 11 a.m. A sheer will stop enough of the direct light to keep your phals from burning also.
Okay, if the burn is excessive....you can cut the leaf slightly above, maybe three inches, from where it joins to the plant. At some point the little piece left will turn yellow, then dry out and will fall off at the natural leaf joint. That's okay. If you only have a few small holes, no worries, let the plant keep it's leaf. It may not look too pretty, but as it ages your phal will drop the oldest bottom leaf from time to time as it adds new ones up top. It's a natural process.
The most important thing with your new phal, don't overwater and don't overfeed. Those are the fastest ways to kill your new 'chid. In the future, when you have a sick orchid, if you have a digital, post a picture for us. It will ensure a fast and accurate diagnosis. We have some awfully cool plant docs on here. They have saved many of my plants.