Phantoms pain are a wierd phenomenon that occur when a a body part that's no longer there starts to hurt. Without personal experience, I can only guess it can be compared to that internal itchy feeling that can't be located except it is a burning, cramping or just aching feeling.
Phantom pains have been proven to be not just a physiological phenomenon since they actually originate in the spinal cord and brain. This means that although therapy might somehow indirectly help, it most likely won't be able to stop it from reoccurring.
According to amputees, phantom pains may never ever go away and will linger till the day you die.
Treating the pain is a hassle since there's no universal method. Doctors will have certain medications that they can prescribe including antidepressants and narcotics. Sometimes they'll even try other methods such as acupuncture.
This just another example of something that we would never truly be able to understand without personal experience.