We know that, when a parallel beam of light which may parallel to principal axis is incident on the concave mirror then after reflection the light rays converges at focus or at a point in the focal plane.
When the parallel beam of rays which coming from the sun are converged and focused at a point in the focal plane of concave mirror, if we focused this rays on the paper then at that point the rays will be focused and large heat is generated due to which paper burns.