New brake pads and rotor overheating

Raise that tire off the ground and see if you can turn the wheel by hand. If not, the common things to look for are a dragging caliper that isn't releasing, and pads that are sticking. Start by opening the bleeder screw when the brake is locked up. If it releases, suspect the rubber flex hose. If it doesn't release, remove the wheel, then carefully remove the caliper by prying it straight away from the rotor. If the caliper comes off hard, then the rotor spins easily, there is a ring of rust or dirt on the piston and the caliper must be replaced or rebuilt. If it still spins hard, you'll find one of the pads is not sliding freely. That is due to rust buildup under the stainless steel wear inserts, or lack of brake grease on those sliding points.