This is a great thing for kids to do, just make sure they don't spill hot wax. lol
Here is how you do it, Get some Parrafine wax and with a knife cut it into small shavings. It is easier to melt this way. After you have enough shavings put them into a small tin tray/pan and put this into a frying pan with boiling water on the stove. Put a crayon or two in to get color.
Keep the wax and crayon in until you have a complete liquid. After it is liquid dump it into a jar with a wick already in it (Use sticky puddy to keep it attached to the bottom). Tie the wick to a shish-kabob on the top of the jar. Try and get the wick as centred as possible.
If all these instructions are to hard to follow, just look at the pictures bellow and wing it. ha ha
Good luck, happy candle making!