The leaflet text for thalidomide does not say how it interacts with phenytoin, and it does not name phenytoin anywhere in the part available here. What it does say is about groups of medicines. Thalidomide taken with other CNS depressants (including alcohol) may add to the sleepy, sedating effect, and that combination should be avoided. Thalidomide taken with medicines that slow the heart may add to the slowing of the heartbeat, and those should be used with caution. Because phenytoin is not named in this text, check with your doctor or pharmacist whether either warning applies to you.
These medicines can affect each other in a serious way. Do not start taking them together unless your doctor has said it is OK. If you already take both, do not stop either one on your own: speak to your doctor or pharmacist soon.