turning methane plus oxygen into carbon dioxide and water is a chemical process because the substances change into completely new substances (co2 and water), it's no longer methane and oxygen. It's not a physical change because physical changes only affect appearance.
If this was a lab, possible evidences of a chemical change can be bubbling, heat, color change (occasionally)... etc.
A chemical change is a change in the chemical makeup of a substance and results in a new substance. Ice and water both have the same chemical makeup - ice is just a different state and has the same atoms but in an expanded form.