I remember making these in Girl Scouts a long, long time ago. I didn't have any instructions, but I was inspired by the recycled jar candles that I previously posted a tutorial for, and I did this from memory (this just proves that my memory isn't starting to go yet!)
You will need a disposable plastic cup (any size will work), a candle wick, a glass jar, a pan, ice, and some wax crystals. I got a 12 oz bag of wax crystals from Hobby Lobby and made 3 candles with it (1 large, 2 small).
First, put the wick in the plastic cup, then arrange the ice around it. You don't really need anything to keep the wick in place because the ice does that for you. Oh, and I learned from doing this that smaller ice works better. I made the larger candle with large ice cubes, and the smaller candle with small ice cubes. With the small ice cubes, it just fills the cup in better, and when you pour the wax in, it leaves more spaces for the light to shine thru. You'll see what I mean in a minute.
Put the cup in the freezer. You won't need it for awhile yet, and it will just melt if you leave it sitting out. Put the wax crystals in the glass jar. Put the glass jar in the pan and fill the pan with water. This is similar to my previous post which contains similar instructions. Heat the water to boiling. Boil until the wax crystals are completely melted. FYI, if you melt an entire 12 oz bag of wax crystals, it's gonna take a good half hour. So do something else while you wait. Otherwise, you'll get too fidgety waiting for them to melt.
FINALLY, when the wax is melted, turn off the burner and remove the pan. Using old potholders, very carefully take the glass jar out of the pan. Pour the wax into the ice-filled plastic cup.
The ice makes the wax harden faster, but the bad part is you have to wait for the ice to melt. Let everything sit in the cup for at least a half hour before you mess with it. Then you can pour out the excess water and remove the candle from the cup. You will probably need to use scissors to cut the top rim of the cup in order to get it out. At this point, the ice still will not be completely melted, so stick it in the sink to drain. After a few hours, the ice will be melted but the candle will still be wet, so I recommend letting it drain overnight. Then it should be safe for displaying and/or lighting.