How do flames work? Like if i bought a flame from someone what would i receive and how would i equip it?

Well, you need to buy the flame item in the shop. (Flame Particle)
Then you equip that with the texture flame you bought.

They are pretty much effects on your body that move around, or stay still (depends on the flame)

Depending on the flame, it might either move as a trail, or be around your raining down (still, depends on the flame)

Like any other item, through the torishop

Ohh its a texture. Then how would you make the flame like umm a different shape if im saying it right. Like i saw this one guy have a yellow head flame but it looked like sparks then someone told him to take off the particle text i think and it look like a regualr flame. How does that work?

If Im correct I think that the item you buy in the shop is to change the shape.
If Im not, well. I dont know much about flames.

Here's how it works:

In the flame forge (which is available after 3.72 I THINK), anyone can create any sort of flames, but rules are on flames (I.E No large, laggy flames)
Artists use their forgery in the application (which is found in utilities), almost any creation can be made. BUT! You need to be experienced to make epicly flames (like Fnugget for example).
Also, they are just regular items, not textures!
-----

Read my above post.

So how would you change the shape of the flame?

Well, depending on experience, you just experiment with the forge (which is in the actual application/game). You can not change it after it's made.

Here Ill make it more clear for you: Only experienced forgery artists know how flames work and the way their shapes change. So it will be hard finding one of these flames.
Thats why they have a big value when they are sold.

Ahh ok thanks for this.