Then while it is burning you place it against the skin?
In Chinese cupping the practitioner usually uses a small ball of cotton with some alcohol on it placed on the end of a stick. You light the cotton on fire, hold it inside the cup for a few seconds and remove it. The cup is then placed on the skin before the inside has a chance to cool.
It is really very effective for a number of things. Don't let a young good looking novice masseuse who doesn't know how long to keep the flame in the cup work on you. It hurts. A lot!
“Then while it is burning you place it against the skin?”
No. You hold it in, heat the air, which expands. You then take the taper out and put the cup against the skin.
http://www.acupuncturetoday.com/abc/cupping.php