The chemical changes are those which involve chemical reactions. Now, let's see each one of the cases:
When you're burning wood, you're doing a combustion reaction that transforms the organic matter into principally, carbon dioxide and water.
If you freeze water, you will only change the speed, the distance, and other characteristics of the water, making it ice. Nevertheless, it is still the same compound (H2O) that was at the beginning of the process. It is the same when you sublime dry ice, it is only going to pass from solid to gas, but it is going to be the same molecule (CO2).
When you bake cookies, you have to blend different substances, you have to make a lot of reactions to complete that process. That's the reason why you have a different flavor, color, and other characteristics. You have converted a lot of initial substances into others through combustion and other reactions that take place inside an oven.
Then, the chemical changes are: wood burning and cookies baking.