oil candle

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.

Thermal shock resistance is the ability to withstand a rapid and significant temperature change. This is assessed in the laboratory by heating an item in an oven and then plunging it into cold water. SATRA uses BS EN 1183:1997 method B and, if the test sample survives, the procedure is repeated until failure occurs (the glass cracks or shatters). 

The wick holder in a simple single wicked glass candle is usually a small tube that holds the wick in place, and a flange that means the wick holder sits in the hole on the top of the oil candle.

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.

In respect to oil candles, Borosilicate is resistant to very high temperatures, far exceeding that experienced at the bottom of a flame.