Do you mean "how does one burn a piece of paper" literally? Or, how does that person arrange their life to have a fire regularly?
Done that, never again. I thought it would be cool to burn my paper print of some key material. Opened the door, put a lighter to the paper on the landing just a step from the door.
The paper did not burn cleanly as I imagined, and I had soon rather large pieces of burned paper flying inside my apartment. Not burning, luckily, but brittle and becoming ash wherever I tried to catch them or pick them up.
Learned my lesson: Put paper into a fireproof container, then burn it.
Step 2. Find two fire-resistant vessels like sink, bathtub, metal bowl, frying pan, sauce pan, etc.
Step 3. Fill first vessel with water, second vessel with the paper.
Step 4. Light paper on fire.
Step 4.1 If fire spreads dump water on fire.
Done
I'll wager that burning one sheet of paper at a time would be on par with a continuously burning candle.