Answer
The browning of the sugar is a chemical change.
Work Step by Step
A chemical change is when a particular substance (i.e. the sugar cube) is reacted with another substance/s (i.e. the heat), forming a new substance.
In this scenario, there are two new substances that have been formed: the brown, burnt portion of the cube and a gaseous product that caused the burnt aroma.
You can also confirm that this is a chemical reaction as it is impossible/very difficult to reverse the reaction, i.e. turn the burnt portion of the cube back to a normal sugar cube.