Here are a couple suggestions I found with google.
REMOVE WAX FROM CARPETING
Place a paper towel over the stain and draw the wax up into it by placing a warm iron over the paper towel (this is called “capillary action”); repeat if necessary. Sponge the stained area with 1 c. isopropyl alcohol and 2-3 c. water if the stain remains. Sponge from the outside to the inside of the stain. Be very sure not to get the area too wet or you can bring up a stain from the padding.
REMOVE CANDLE WAX ON MATERIAL
Remove the excess the best you can. This is best done by putting an ice cube on the wax to harden it, then peeling or scraping off the excess wax. Then place an absorbent piece of paper underneath, such as a brown paper bag. Put a white paper towel on top. Place a warm (not hot) iron on top over the paper towel and it should draw the wax up to the towel.
I put in the carpet one b/c I though that might be more like yarn than fabric. If it were me, I would test the alcohol on a scrap piece of warn to make sure it isn’t going to mess with the color of your project. I hope this helps!