Most candles are made using paraffin wax around a wick of cotton or some other fiber. The wax may be scented with various types of oil that will release an aroma when the candle is burned.
You blow out candles on a birthday cake because, before you blow them out, you make a wish, and if you blow them all out in one try, your wish comes true. I've had experience! That, plus it is easier...
It is said that the custom of placing candles on a birthday was started by early Greeks who used to place candles on the cake that they offered to Artemis - the Goddess of Moon. Lit candles made...