A burning sensation in the vaginal and vulvar area can be a symptom of vulvovaginal atrophy, which occurs as estrogen levels decline. Premarin cream or other localized estrogen can reverse those atrophic changes; it typically takes weeks of use for full effect.
If the burning sensation is in or extends further back, toward or including the buttocks, it's likely not vulvovaginal atrophy. It could be, instead, a nerve condition. Shingles, unfortunately, can happen in this area; there are other pelvic floor conditions—like scarring or injury—that can affect nerves. A careful pelvic exam can help to determine exactly what's happening.
I encourage you to talk to your health care provider—and again, if you're not seeing improvement!