Water is made up of two elements, hydrogen, and oxygen. Hydrogen is flammable, but oxygen is not. Flammability is the ability of a combustible material with an adequate supply of oxygen (or another oxidiser) to sustain enough heat energy to keep a fire going after it has been ignited. When hydrogen combines with oxygen the result is water, where the atoms of hydrogen and oxygen are linked together to make a molecule with entirely different properties. You can't burn pure water, which is why we use it to put out fires instead of starting them. You can, however, break it down into hydrogen and oxygen by putting energy into it, in the form of an electric current. Watch out for sparks, though, or there will be a loud bang and a blue flame as the hydrogen and oxygen spontaneously recombine to form water again.