Soy wax candles are made from hydrogenated soybean oil making them a natural product. Soy wax is a cheaper alternative to using beeswax and creates a long and clean burning candle. Soy wax candles can be combined with different fragrances and essential oils and come in all colors and shapes. There are many benefits to using soy wax when you want to learn how to make candles on your own. candle making ideas Creating soy wax candles is a very satisfying and rewarding hobby. Any craft store, both online and off, will have the soy candle supplies you need to make your own soy wax candles. Soy jar candles are the easiest to make.