Burning your Galaxy (Index) token gives you the tokens inside Galaxy. If you bought Large Cap Index token burning it will give you BTC - ETH - BNB - BUZZ separately.
When you click the "Burn" button a pop-up will show and ask you how much Large Cap Index token you want to burn. When you filled how much you want to burn, the pop-up will show you how much and which tokens you are obtaining.
Click the "Confirm" button and confirm it again from your wallet provider. After the transaction finished you can see your tokens in your wallet.