I have seen allsorts of ways of removing candle wax.
The ones involving an iron because they usually knock the iron over and scorch the carpet.
Ther way I do it and it has allways worked for me, is, get a good quality hair dryer tht really heats up and a vac with an accessory pipe ie; Henry, George etc etc.
Get the dryer in one hand, set it on hot, blow it over the wax blowing side to side so you dont damage the pile (especially if its man made) vac pipe in the other hand and just hold it above the wax and it sucks up the softened wax, works a treat, dont worry the wax doesnt go in the machine it stays in the pipe and the amount is so small it wont damage anything.
Never failed on me yet.
Good luck.
Murky