The idea that sweating a lot is equivalent to burning more calories, and therefore losing weight is deeply rooted in society but, it has a problem: it is false, or at least inaccurate. Sweating more doesn't mean you're burning more calories.
Why sweating doesn't mean burning more fat?
Sweating is the mechanism that triggers our body when its temperature rises too high. All this is done to maintain optimal body temperature (which varies slightly from person to person). When the moisture in sweat evaporates, it takes some of the heat with it, lowering your body temperature.
Certain situations make us sweat more, for example, if it's hot or humid, and not everyone sweats at the same rate, even under the same conditions. So sweating more doesn't necessarily mean you're burning more calories.

How does our body burn fat?
Body fat is not actually burned or melted away. It is released by the body's fat cells to provide you with energy. Our body's metabolism breaks that fat down into two parts: fatty acids and glycerol. The more energy you need, the more fat the body demands from those cells.
Is there a connection between sweating and burning fat?
Of course, there is a connection, although it is indirect. If you're doing intense exercise, you'll probably break a sweat at some point because you'll be raising your body temperature. If the sweat is the result of the effort, it is also a sign that you are using a lot of energy and therefore consuming fats from your body to obtain that energy.