Incense is “burnt” by sprinkling a small amount onto a very hot surface where it vaporises. This is usually a lighted “Swift-Lite” charcoal disc, but anything hot enough (ie the top of a wood-burner) can be used

1) Have a heat-proof container ready for use. If this is made of metal, put a small amount of sand or salt into it, otherwise the metal may act as a heat-sink and the charcoal will go out.

However, it is important to remember that this container is going to become very hot, so place it on a surface that will not be damaged, ie a tile  

2) Hold the disc in a pair of tongs or similar and set fire to it. In most cases a match will be sufficient, but if the disc is old or has been exposed to the air for a long time, then it is best to hold it in a candle flame. You will know when the disc catches light, as a ring of small sparks will work its way across the disc.
WARNING -the disc is now burning and is very hot

3)  Put the disc into the heat-proof container, and if necessary blow on it. The disc will start to turn white, and will then continue to burn for about 1 hours

4) Sprinkle a very small amount of the incense onto the disc. Too much will either fill the room with smoke or swamp the charcoal. You can always add more if you need to. Please note that if your burner has a perforated lid, the purpose of this is limit the air supply. This will slow down the burning process -but may also extinguish the charcoal

5) Enjoy

(Note: Be very careful how you dispose of the old ash. Some of it may still be red hot and could still cause a fire)