Leaves turning black is a natural part of the grow cycle of a Venus flytrap. Just like any other plant, they grow leaves, the leaves die and then they grow new ones to replace them.
I usually remove the black leaves from my plants because I don’t like looking at them and, if the conditions are right (if the media is really wet and there isn’t much air movement), the dead and blackened leaves can mold or grow fungus, and although it is unlikely, that mold or fungus could spread to the plant. If you prefer to leave them, they usually just dry up and blow away or rot into the soil.
Before a Venus fly trap goes into dormancy, it is best to remove all of the dead traps and leaves. This will help prevent fungal infections during dormancy. However, you should leave any leaves that are green because they can still perform photosynthesis during dormancy and as the Venus fly trap comes out of dormancy.