Rabbits in the wild will cover the entrance to their burrow with dirt, to protect the babies and hide them from predators. Then when it is time to feed, the mother rabbit will dig the dirt away covering the entrance and go into the burrow to feed them, then cover it back up once the babies are fed. It sounds like this is what your rabbit has done if the burrow was deep enough and not on the surface, though being an inexperienced mom it's possible she may not have done it properly. There are some youtube videos, that show this type of behavior in rabbits.
It's possible she's done it right and the baby is just fine down in the burrow, but if it were me I would carefully dig the baby out, and relocate the nest to some sort of nesting box so that I could keep an eye on the baby and make sure the mom was feeding it and caring for it properly. Plus it is good to have the baby out where it can be handled and get used to people. If the nest was close to the surface and she may have covered the nest itself with dirt and not just the entrance to the burrow, I would be digging that baby out immediately or it will likely suffocate.