You need to obtain the following supplies:
2-4 pounds of paraffin wax (the kind used in canning) or beeswax.
Candle wick (available at most hobby and craft stores)
Oils and herbs (for scent)
Candle dye -or- crayons
Wax paper
A wooden spoon
A double boiler

Begin by melting the wax in a double boiler. If you don't have one, you can use a large pot  filled half full of water and a large coffee tin with the wax in it, sitting inside the pot. Heat the  water to boiling first and cut up your wax so it will melt quickly. Once the water is boiling,  turn the heat down and place the tin of wax inside of it. Keep the water hot enough to keep  the wax melted but not so hot that the paraffin catches fire (which it has been known to do  over high heat).

While the wax to melting, stir with a wooden spoon (never use metal) & make sure it all is  completely melted. Also, while the wax is melting, mix the herbs (if more than one) in a small bowl. After the  wax is completely melted and been checked, break the crayons up and put them into the  wax. Keep stirring until all of the crayons have melted and the color is even and smooth,  with no streaks. Keep in mind that the candle will be a shade or so lighter when dry. The  more crayons - the deeper and richer the color, so experiment.

Next, add the herbs to the wax. Empower with your energy and magickal intention while  mixing the wax. Stir with the wooden spoon until it is thoroughly mixed. Next add 10-20  drops of essential oil (please, no synthetics when making candles) to the wax until it  smells strongly of the fragrance intended. Now your wax is ready.

Start with a long piece of wick - twice the size of your desired candle length plus 3 inches  (you will be making 2 candles at once). Bend the wick in the middle and hold it by the  bend. Dip the wick into the wax and then lift back out. Getting started is the hardest  because the wick will float on top of the wax until it has enough wax on it to weigh it down.  Allow it to get completely cold between dippings when you first start.

After your candle has started to take shape you can speed up the process a little. I keep a  pan of cool water nearby and dip the candles in the water after each dipping in the wax.  While this speeds up the process a little, candle making is a slow process but very well  worth the time and energy you put into it.

Keep dipping the candles and allowing them to cool & then dip again. When you have  achieved the proper size, hang them to dry until the wax has set but the candles aren't too  hard. Then roll them on the wax paper to smooth out the shape. Once the candle shape is  to your liking, dip 1 or 2 more times to make sure your candle is smooth. Trim off any  excess wax to make a bottom with a sharp knife. Cut the wick and hang your candles to dry. You are done!