Answer:
I only exist when you are here. Where you never were I can never be.
Iron roof, glass walls, I burn and burn but never fall. What am I?
Brown I am and much admired. Many horses have I tried. Tire a horse and worry a man, tell me this riddle if you can. What am I?
When you take away the whole from me there is always some left.
I am an insect. Half of my name is another insect. I am similar to the name of a famous band. What am I?
I am rarely touched but often held. If you are smart you'll use me well. What am I?