Hello !
Yes those bands are essential part of an orthodontic treatment. They are placed to create space by pushing the tooth and hence is the pain. For Releif you can take any mild pain killer SOS. Hot / cold food will not be very helpful, may give mild releif though.
Hope this helps
Next Steps
Take any mild pain killer even paracetamol / Combiflam will help ( Only if you are NOT ALLERGIC to them )
Health Tips
Have soft diet and avoid sticky foods like chocolate /chewing gums