lamps = A source of light recently replaced by electric light. Runs of flames. To burn something is to set it alight. '-ing' changes a verb to an adjective. "The lamp is burning" is a full sentence, but to use the 'lamp' as the subject, you can say "the lamp that is burning" or just "the burning lamp". Gas is basically the same 'type of stuff' that air is. Lamp of gas = A lamp that runs off of gas. Ordinarily, it's just called a 'gas lamp'. Therefore, 'burning lamps of gas' = 'gas lamps which are burning'