Why does your 24 volts transformer get hot then burn out?

A transformer gets hot if it is run at excessive voltage or excessive current. Either of those two would cause it to overheat.

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It sounds like the load on the secondary is greater that what the transformer can supply. A transformer is wound for a specific amperage output at a specific voltage. This is stated on the transformer as a VA or in larger Transformers as KVA. If you divide the 24 volts into the VA listed on the transformer you will get the maximum amperage value of the transformer. If the device that you are connecting to the transformer is greater in amperage draw that what the transformer can supply, this will cause the heating effect and if left connected eventually burn the transformer out. A fuse should be installed in the secondary 24 volt output, rated at the maximum output of the transformer. This will limit the transformer to its manufacturer's recommended current output.