A candle is a stick made of wax with a string (a thin piece of rope) straight in the middle. If someone puts the string on fire, the flame burns slowly but for a long time.
Fire can burn string very fast. But in a candle, the string does not burn fast, because the fire melts the wax instead. The wax sometimes drips down the side of the candle. When the melted wax is far from the flame, it gets hard again, and can be used again in a new candle.