A fire commonly needs three things: heat, oxygen, and fuel. So:

You put potassium chlorate (the powder) into a container; it'll start to decompose and produce excess oxygen. You apply a blowtorch underneath to provide heat. Then you add fuel - in this case, the glucose in the gummy bear. You then get a fire, fueled by the gummy bear, that fiercely burns off the excess oxygen from the potassium chlorate.