These small ones with lots of branches - probably not worth the work effort unless you are desperate. And you'll get a lot of residue branches. You also want them to dry for a season before you burn them.
Other than that, they burn just like any other log. Maybe a bit less energy per log. Maybe more smokey than some, but smoke should go out the chimney not in the room.
Occasionally you might see some white pine sold at Christmas tree lots.