1. not clear whether it means 'destroy' him or 'he is angry'
2. Он сгорел в машине во время аварии.
3. Надо сжечь эти документы. Они имеют конфиденциальный характер.

I think 'burn' is quite a difficult verb to translate into Russian due to many different meanings and contexts, so I see your question is not an idle one.