After a feeding most times babies will burp and spit up when you burp them and you should always try to burp the baby just in case they do need to burp and relieve the trapped gas in their stomach.
But if you try to burp the baby and they don't burp or spit up then they'll usually be okay as babies don't have to burp or spit up all the time after they've been fed but you should always try to burp the baby anyway just to be sure.
When a baby spits up it's usually because the baby has taken in too much formula and there stomach is too full so it comes back up.
There's almost never any choking hazard or danger to your baby if they don't burp.