yes. Should I put it in the shade?
Yes, if it was in the shade before you got it and you exposed it to full sun right away. That's the reason for the sunburned leaves. You have to slowly adjust it to the sun's heat. What I would personally do, keep it in full shade for a week, then next week maybe 2-3x a week, exposed it to the full sun for a little bit at a time. As the weeks progress, expose it to the sun light longer and longer, until it can tolerate full direct sun with out any issues. Or the other option, I see, is to put a shade cloth over it in full sun, then after a few weeks, it should be adjusted to the strong sun light(faster this way). One last option, I can think of is to leave it out as is, but defoliate all the sunburned leaves and let it re grow. The new leaves should be fine in the full sun, since they grew in that condition already. And almost forgot, you should defoliate all the damage leaves, even in the shade cloth, same with the first mention method as well. Sunburned leaves won't recover, they will just stay as is or fall off eventually and new leaf will take it's place. Good luck and hope to see updated pictures of the newly recovered plant soon.