The Sun and stars are not burning in the same way as a fire on Earth. While fire on Earth requires oxygen to sustain the chemical reactions involved in combustion, the Sun and stars undergo a different process called nuclear fusion to produce energy.
The Sun's energy is generated through a process called hydrogen fusion, specifically the fusion of hydrogen atoms to form helium. In the core of the Sun, extreme temperatures and pressures cause hydrogen nuclei to collide and fuse together, releasing a tremendous amount of energy in the process. This energy is then radiated outwards in the form of light and heat, which is what we perceive as the Sun "burning."
Stars throughout the universe operate on similar principles. They are gigantic balls of hot, glowing gas, predominantly composed of hydrogen and helium. The immense gravitational forces within a star's core create the conditions necessary for nuclear fusion to occur, enabling the release of energy.
Unlike a fire, which requires a constant supply of fuel and oxygen, the Sun and stars are able to sustain their fusion processes for incredibly long periods of time due to their enormous size and the vast amounts of hydrogen available. This is what allows them to emit light and heat over billions of years.
So, while both fire and the Sun involve energy release, they are fundamentally different processes with distinct mechanisms and energy sources.