When something is very hot or intense, it's fiery. Fiery can describe a literal blaze, a hot chili pepper, or even a fiery temper.
Any time there's fire, you have a fiery situation. This word applies to a lot more than flames, though. If you lose your temper easily, you may be called hot-headed or fiery. An intense argument — with two people yelling and carrying on — could be called fiery. Any kind of intense emotion or passion is fiery. If you're a cool customer, you're not very fiery. Also, you could say that hot Indian curry or spicy chicken wings are fiery.