Does it hurt the cows and calves when they get branded?

Temporarily, yes, but the disadvantages of hot-iron branding cattle--being it being painful to the animals, regardless if their skin is more thicker than ours--is outweighed by the advantages of identification that is necessary, even today, to discern which herd belongs to which rancher. This is especially necessary in areas where multiple herds from multiple owners exist, making identification easier when cattle need to be rounded up and shipped back tot the home ranch after the grazing season.