"however if I’m in a deficit and eating 1400 calories a day, do I have to burn more than 1400 calories in an exercise?"
No, you should be in a deficit already, as you burn more than that being idol, so exercise just increases the weight loss and burns even more calories - which are taken from other sources, such as fat and then muscle. If you burned all your intake calories during exercise then you'd have no energy left for you body to function (i.e. recycling cells, growth, temperature regulation).