Burd is a male Nord and Captain of the Bruma Guard. He may be married to Yvara Channitte, the castle steward. Burd will accompany you into the Oblivion Gate during the Bruma Gate quest, and is also involved in several other quests in Bruma. At the start of the game, he is an essential NPC and cannot be killed but, at the start of the Defense of Bruma quest, he becomes non-essential so it is possible for him to die during this quest.
Although Burd is a guard, he will never arrest you. All of the guards' arrest dialogues are specifically for Imperial guards, but he is a Nord.