When the wax melts,it,rises through the wick and are vapourised during burning and form flames.Charcoal,on the other hand,does not vapourise and so does not produce a flame.Charcoal is a fuel which is used in home and it is combustible substance.The substance which vapourises during burning gives flame.For eg:- wax,petrol,kerosene.But charcoal does not produce flame while burning but glows because it is the natural lump variety made from hardwood---can do more than cook burgers and smoke ribs while wax is a petroleum product and even wax is used in candles.Therefore,When the wax melts,it,rises through the wick and are vapourized during burning and form flames.Charcoal,on the other hand,does not vapourise and so does not produce a flame