Transformed source image to give it perspective, as if looking down a wall.
Used pen tool to isolate climber from his background.
Placed the flames, then transform to give perspective and scale to try and match the view/wall.
Used an inner shadow on the climber, and gave it a red hue, to give a glowing effect from the flamers surrounding him.
Changed the source image layer blend mode to vivid light, and the flames came through.
Duplicated the flame layer several time, transformed and scaled each accordingly, and placed them in various spots at the bottom of the image, to try and create the feeling of climbing out of the flames. That's it.