What is the difference between burden resistor and a normal one?
No, they're the same components as regular resistors. The name refers to the function, not to the resistor's construction.
Current transformers act as current sources and need a load. A current source is the dual of a voltage source, and just like you shouldn't short-circuit a voltage source because it would cause infinite current, you shouldn't leave a current source open, as it would cause an infinite voltage. The burden resistor converts the current to a limited voltage.
An ordinary resistor becomes a burden resistor at the moment you connect it as a burden to something else, e.g. to the output side (secondary) of a current sensing transformer. I have mostly read the term in the context of current sensing devices, like current transformers or current sensing modules. These devices often provide a current at their output side, proportional to the current you want to measure on their input. Often, you connent an OpAmp or an ADC, both of which want a voltage as an input. Using the relationship U=R*I, a known resistor will give you a voltage proportional to the current - and one could say that the resistor acts as a burden to the current at the output of your sensor.
Such a circuit has the advantage that you have some degree of freedom when it comes to scaling a given current range for a given, desired voltage range.
Before connecting it, it could also be a shunt or a current-to-voltage converter or anything else resistors are used for.
It's the same story as with a regular transistor that becomes an electronic switch or a small-signal amplifier only by the way you use it in your design. Or with an OpAmp that becomes a buffer, an integrator, a differentiator or a subtracting amplifier depending on how you connect it.
A burden resistor is a normal one. But it has a special function: typically it is used to discharge a capacitor when your circuit isn't powered anymore. Take for example a computer power supply: it has capacitors connected to mains (after rectification of course), so they are charged up to several hundreds of volts. The burden resistor is large enough not to affect normal use, but it will discharge the capacitors when power is switched off. This makes it less dangerous to work on the power supply, and it also reduces stress on the other components (since then there is not voltage applied to them).
In your linked example I cannot find the word 'burden resistor'. But there it might refer to the resistor which is used to measure the current. it will form an additional burden on the supply lines, which then can be used to measure the current as voltage.