Crude oil is a mixture of hydrocarbons, and it is the main source of hydrocarbons that we use. It formed over millions of years from the remains of ancient marine organisms such as plankton, which were buried under layers of mud and rock and slowly changed by heat and pressure. Because of this origin it is called a fossil fuel.
Hydrocarbons from crude oil are burned as fuels, but that is only part of the story. Crude oil is also a feedstock for the petrochemical industry. A feedstock is a raw material used to make other chemicals.
The petrochemical industry turns chemicals from crude oil into many useful products, including plastics, solvents, lubricants and detergents. In this case the oil is not being burned. It is being used as the starting material for making new substances.