What I really liked in this poem was the emotion, it was striking and you expressed yourself well.
First, I would suggest not to put the poem in all caps, it distracts the reader.
"I MYSELF SAW THEY BURNT HER ALIVE,
I STOOD SHIVERING,
WITH MOUTH WIDE OPEN,
AND MIND DAZED."
"burnt" should be "burn".
Otherwise, you don't repeat the word "I" and truly give off your feelings.
"AFTER FEW MINUTES I RECOVERED MY SENSES,"
"a" should be placed after "after" for better understanding.
"BUT I WAS LATE,
SHE WAS DEAD THEN,
LYING DOWN IN ASHES."
The second line seemed a bit to plain and obvious, maybe instead of right out saying she is dead, be a bit more creative and unique.
"EVEN AFTER YEARS, IT STILL AGHAST ME,"
"aghast" should be plural, nice word though!
"MAKING ME SAD,
TEARS IN MY EYES,
WEEPING EVERYTIME."
The ending seemed weak, "making me sad" just didn't seem to fully portray how sad it made you feel. I also don't see the rhyme scheme, you rhyme at the end but no where else I am guessing.
4/5 from me, I feel a bit of work could be done and more could be elaborated but I enjoyed reading your thoughts, good job.