If you don't have a double boiler, put water in the bottom of a wide pan and heat over a low flame. Put chunks of wax in a can and put the can in the water pan, taking care to not let the water boil to high. As the wax melts, add more chunks. When the wax has melted you can add stearin and coloring if you desire. Dye for candles is available in liquid, solid or powdered form and can be purchased at craft stores.
Some people melt crayons right along with the wax to add color.
If you are going to dip your candles you need to keep the wax at 150-180 degrees during the process. This is done best on a hot plate or warmer. The water in the other can should be lukewarm to cool. To get your wick ready, cut it 5 inches longer than desired candle length. Tie a bolt or nut to one end for weight and tie the other end to a stick or dowel.