To make a colored candle, use a white tea light candle. These are the really small candles you can find in packages of 6 to 12 at the dollar store. They sit in little aluminum containers.
Take the candle out of the container, and carve the sides of it into the shape of a 4 petaled flower, or 4 leaf clover. Hollow out a small space on the top of each petal. Put the candle back into the aluminum container.
Being very careful not to burn yourself, or start a fire, hold a crayon of the appropriate color over the little hollowed out space and heat the end of the crayon so that it drips colored wax into that little hollowed out place. One or two drops is fine for each petal. The color will blend and melt as the candle burns.
You can also put small pieces of crayon in a metal spoon, and hold the spoon over a candle flame to heat and melt the crayon wax, and then pour the melted wax into the places you hollowed out of the tea light.
It’s better to use the cheapest crayons you can find – crayola crayons do not seem to work as well. Also, try not to play with the melted wax once you have your candle lit. If any extra wax goes up on the wick, the candle flame will get really small and could burn out.