Wicks are one of the mayor element in a candle. Egyptians made a form of candle wick thousands of year ago by taking fibrous reeds, called rushes, dipping them in animal fat and then lighting them.since these rushes were fibrous in nature, they allowed the fat to be absorbed by the plant and provided the fuel.
After, during the Roman empire they improved wicking system by loosely weaving fibers together, prolonging the burning time. This is the origin of the modern wick.
The most popular wicks in our times are tightly woven or braided threads of cotton, paper, hemp or zinc. These wicks are covered some times with a solution to make them retardant. This process is called "mordanting"so the wax works as the fuel in the candle