@feruze-- Sometimes burns are not bandaged and sometimes they are. It depends on the severity of the burn and the type of bandage.
In hospitals, they use special burn bandages for treating 2nd and 3rd degree burns. One type is a hydrogel bandage that keeps moisture inside and helps the burn heal faster. Another kind has ionized silver to prevent infections. When the risk of infection is high and when the burn is serious, it's better to bandage it, with one of these bandages if possible.
So if your burn has blistered and has open flesh, you have to bandage it to keep it clean. Just make sure to use a dressing material that won't stick to the burn. Otherwise you will cause damage while changing the dressing.