You can use it like this:
* "J'aime la bougie à la vanille." (I like the vanilla candle.)
* "Elle a allumé une bougie." (She lit a candle.)
However, if you want to talk about candles in general, you would use the plural article "les":
* "Les bougies sont belles." (Candles are beautiful.)
Let me know if you have any other questions!