Guus, I know next to nothing about Cyps - but if this was on antoehr kind of plant, and the leaves are dry and not damp or getting a sign of mould or fungus, then I would think that the plant hade been stressed in some way. If the plant is new to your care that may be enough to stress it by a change of conditions. The weather may have been too hot otr too cold - such things can make leaves like that. If the foliage stays dry ( the brown pieces crisp rahtether than soft) then I would leave it and just keep watch. Unless there is obvious signs of fungal dieaes then I don't like to cut leaves unless as a last resort. The cut edge would likely allow the entrance of more problems than the brown dry leaves.
So , that is my feeling for a general plant in such a condition- but we need a Cypripedium person to say if they agree !