If there will be no oxygen burning will not take place. One experiment to show that air supports burning is -
Burn 2 candles and fix them on a table. Cover one of them with a glass tumbler. The candle which is covered appears to be extinguished and the uncovered candle continues burning. 
This experiment proves that air supports burning.

1 5 1
Yes sir is important source of burning.because air contain oxygen which is sourece of burning.
now take a bell jar ,candle
now keep the candle in open place for some time we observe that the candle fire will not stop.
if we keep the candle in the bell jar we observe that the candle put off.
by this we can understand that air is important for burnign