they ignite the unburnt fuel that is in the exhaust gasses, not all the fuel burns up in the cylinder. in your typical "Cherry bomb" setup, a spark from a coil or plug ignites the exhaust.
Some turboed cars shoot flames because of their rev limiter, when they shift or let off the gas quickly, the unburnt fuel in the exhaust is ignited by high turbine and manifold temps.
I plan on putting a pair of those on my Desoto street rod when it's done.
Don't let a cop see them, they aren't street legal (except on old hot rods, at one point, they were still legal, and grandfather clause applies)