Can anything burn in space

If you mean oxidize in the traditional sense of fire on Earth, then no it won't burn because space is a vacuum and fire requires heat, fuel, and oxygen - which is missing in empty space. Rocket motors burn because they transport their own oxidizer so the reaction can be sustained. If you mean in zero gravity inside an encapsuled spacecraft, yes object do burn but in an unusual way - in zero gravity the oxygen has to diffuse towards the fire so it burns more slowly and in a spherical shape. On Earth, by contrast, the heat carries the exhaust gasses away from a fire because of gravity's action on differing densities, thus constantly refreshes the fire with oxygenated air.