you dont need to use parchment paper you could just grease the pan with oil, shortening or butter, but this mean you have to wash the pan when done baking
Benefits of baking with parchment paper.
Yes, parchment paper prevents food from sticking and is especially helpful when baking cookies. Usually you will not need to grease the parchment paper, but...
No, it will burn. You can use white copy paper. It will tent to stick to the product, but will keep it from sticking to the pan. It will pull off of the product without damaging it.