the sun is still burning because it has unlimited supply of something to burn on. that's why it burns forever.
It is a nuclear reaction that produces electromagnetic radiation as a byproduct. Some of that radiation is visible to the human eye (= light), some is not, but can be felt (= infra red, which is what you feel as heat), and some can't be felt but the effects can be seen (= ultra violet, which makes your skin tan in the sun, and can cause skin cancer.)
It's been explained about 4 times already, just read the topic! The sun is large (relatively speaking) and mostly composed of hydrogen. What does this mean? Well, the entirety of the sun wants to collapse inward on itself because of its mass. It can't though. Why? While it is collapsing inward, this is creating heat energy. Heat is energy. This energy moves the atoms inside the sun about (hydrogen). This causes them to expand outward. So the sun is constantly collapsing on itself while expanding. That is it in a nutshell. A very tiny, small nutshell without getting into the whole hydrogen fusion explanation. There, be happy with that explanation.
because it takes about 12 seconds or minutes (can't remember) or something like that i think for light to get to the earth so if it wasn't there we'd know pretty soon
oh , standard. i coulda sworn there was sum whole stupid theory that it took way longer than 8 minutes.... ohwell. i stand corrected