Always test an inconspicuous area for colorfastness, etc. before treating the exposed area. Also note that certain stains are permanent.
Candle wax is resistant to water and any water soluble cleaner.
And, hot wax from a candle penetrates deep into the surface. In fact, water tends to spread candle wax stains making the condition even worse. Immediate heat may spread set these stains too. Be careful not to spread the stain with this physical removal. Next, place a tray full of ice cubes into a zipper type freezer bag and rest it over an affected area for several minutes.