What is the treatment for a thermal burn?
The standard treatment is to immerse in running water.
Minor burns and scalds are quite painful, so you put it under a tap till the pain recedes. Burns over a larger area are a very serious issue, and the paramedics should be called in pdq.
If you have to go to a hospital, do not dress the wound with a bandage. One of the best things to use would be plastic wrap, i.e. cling wrap, because this would not stick to the wound and is sterile. It would still be exquisitely painful.