Yes, you are indeed capable of doing that but it would not smell very nice and probably wouldn't be pleasant to be around. It does affect the herbs as do any harsh chemicals.
Take this video and use this method to burn your herbs. Even though it is for incense, it still works in the way you are wanting to do it. If you don't have anything to crush your herbs (ie mortar and pestle or a coffee grinder) then use scissors, your hands, and possibly anything that you think would suffice. Make sure that if you use a coffee grinder, it is not one that you actually use for coffee unless you thoroughly clean it out before and after use.
Here is the video: