Hi Cathel, welcome to the village! To answer your question, scroll saw patterns are ment to be cut out with a scroll saw, and most of the pictures of scroll saw work are in fact cut out with the scroll saw. I can see how you might think interior cuts are burnt in, but no, they are cut.
Look around in the tutorial section and bragging forum to see how things are done, and feel free to ask questions. So, come on in and join the fun!