Burp is a proxy tool which is used for intercepting proxy server for security testing of web applications. It operates as a man-in-the-middle between your browser and the target application, allowing you to: Intercept and modify all HTTP/S traffic passing in both directions. Easily analyze all kinds of content, with automatic colorizing of request and response syntax, rendering of web content, and parsing of serialization schemes like AMF.
Note: question about how to use Burp is off-topic on Stack Overflow; please ask question on Super User. This tag is about programming using Burp, that is, Burp Extender.