Thank you for writing!
Fingering should not cause damage unless it was done very roughly and deeply. We cannot say if there is a connection to your burning sensation.
It does sound like you may have a UTI - urinary tract infection. You need to seek medical care for this as it can lead to a kidney infection if left untreated. In the meantime, some pure cranberry juice will help with symptoms. Make an appointment to see your doctor asap.