Daniel 3:21 (ESV)

21 Then these men were bound in their cloaks, their tunics, their hats, and their other garments, and they were thrown into the burning fiery furnace.

So the three friends are handcuffed and guarded by the strongest soldiers. They are taken to the furnace where the heat is now unbearable. They are fully clothed such that the fire will engulf them even sooner.