This roundup of tutorials shows you how to make candles with ice cubes. Ice cubes in candles is actually one of the very first candle-making classes I taught to a bunch of 8-12-year-olds. Ice candles are great for craft activities when they need to take the team home with them, the ice forces the wax to set fast, making them set enough for transporting.
Ice candles are pretty to look at and if made correctly they can be great for burning too, but personally, I think they are just best used as a decorative piece as they can be a little unstable. As with all candles only burn with supervision.
So how do you make a candle with ice? Ice cubes form the decorative shapes around the wax. To create a candle that burns well you need to make sure the wick is coated in wax so the wick has wax around it to burn.
Wax candles are great for short burn events, such as a wedding or party, you can make them quickly and they look pretty on the table, but are not required to burn for more than a few hours.