“2. OpenCart 2.0.x (skip this step for versions greater than 2.0.x)” – My Opencart version is 2.3.0.x – I skiped this step.
“3. Theme (module) installation
In OpenCart admin panel go to Extensions › Modules or if you are using OpenCart 2.2+ Extensions > Themes and install the BurnEngine module.” – of course I did go to “Extensions” but “Themes” I can’t find. That’s why I can’t install BurnEngine module. In Extensions I can see this http://nimb.ws/gEXC0r