Can I go to the temple to worship the incense given by others without burning it?

Of course, if you don't want to burn the incense given by people in the temple, you can not pick it up, or give it to others later.

Buddhism never forces anyone to come to the temple to burn incense. Burning incense is just a way to show respect. If a person with no faith or different beliefs just wants to visit, there is no need to burn incense. Burning incense has certain religious significance. Non-Buddhists can't burn incense. True Buddhism will not force anyone. If the tour group forcibly distributes it to all tourists, you can complain to them.