what is created when you burn methane gas
At the temperature of the flame, water is no longer a liquid but a gas (that we call steam). So it will mix with the other gases of the air and the CO2 from the reaction and most of it will be lost... but if you approach a cold object of a flame when burning methane, you may see some water condensing on the surface ! On the distinction between products and byproducts : we call byproducts the products of any secondary reaction, different of what we want to obtain.