There are cotton braided wicks and cored wicks. You can learn more about these also on the Dictionary page or from your supplier. It is best to prime your wicks before using, by dipping them a couple of times in melted wax to coat them. This type of wick is good for inserting after the wax is poured and partially hardened. I use a knitting needle to make a hole down the center of the candle, then insert the stiffened wick, and refill the hole with more wax.
Some candlemakers even use a drill to make wick holes in hardened candles.
When inserting the wick before pouring the wax, you will need to find something to hold the top of the wick onto the top of the mold while the wax dries. Try a clothespin or tie the wick to a pencil and lay it on top of the mold. If making container or votive candles, you will need to use a wick tab at the bottom. You can secure the tab to the bottom of your containers by either pouring in a small amount of wax and allowing it to stiffen enough to hold the tab in, or using a hot melt glue gun. When making molded candles and you plan to overdip, remember to leave a couple extra inches of wick to hold onto when dipping.