This process is called oxidation. For example, Mg metal plus O₂ makes Mg oxide plus a heck of a lot of heat, since MgO has lower energy than Mg plus oxygen. The Mg reacts with oxygen to make MgO because MgO has a lower energy than the reactants.

I've never heard of burning/melting metal with light - maybe when a metal is burning it gives off a bright white light? If this is the case, it's a chemical reaction, where one of the products is light. For example, when you add heat in the form of a flame (match, lighter, etc.) to a piece of paper, the products are ash, light, and heat. One metal that gives off a bright white light when heated is magnesium. Often scientists (especially astronomers) use the results of flame tests to find out what stars are made of. *More information can be given if this answers the question*