how to...

The same way as you would light any candle.  And you extinguish them in exactly the same way as well.  The important thing is the wick on an oil candle is very short.  No more than 1mm. 

The modern oil candle generally consists of a glass fuel container, with a hole at the top, with a wick holder that sits atop of the hole, through which the wick passes, into the glass container.