Can You Burn Metal?

TL;DR - sort of

Burning means to oxidize, which kind of means to combine with oxygen (and also kind of means to lose electrons), and metals can oxidize - we just normally call it rusting or corroding.

So, yes, metals can sort of burn but mostly it happens too slowly for us to notice it happening whereas burning happens way faster. To get that to happen, you'll need to get more metal exposed to more oxygen all at once - like by burning steel wool.

It's not pyrophoric or anything, but it's kind of neat.