Grilling fish, meat, or even vegetables on a cedar plank is common, but to do so, you'll need to prep the planks by soaking them in water first, so they don't burn.
This is because the cedar plank will sit over indirect heat on a grill, which causes the wood to char. If you don't soak the planks first, they will catch on fire.
Before soaking, check the planks for splinters, smoothing them with sandpaper if necessary. Completely submerge the planks and weigh them down with a heavy object.
Soak the planks for a minimum of one hour, or anything up to 24 hours, and flip them halfway through. Once soaked, place the planks directly over a medium-heat grill.
Close the grill and let the planks "cook" for three minutes while bare. The underside of the planks should look slightly charred by the time you're ready to add the food.