Thanks for your message.
You can use Burp's embedded browser or an external browser proxied via Burp
https://portswigger.net/burp/documentation/desktop/getting-started/proxy-setup to access the labs via Burp Suite. Before trying to solve the labs, take your time reading through the resources as many times as you need to as these will help you understand the steps and skills that are needed to solve the labs. In addition to the written solutions, some labs also have videos that have been created by users in our community that show the steps to solve the labs.
This article might be useful to help you decide which labs you want to try first:
https://portswigger.net/web-security/learning-path