Before you can do anything with whatever wax you chose to work with, you will have to turn it into a liquid by heating it up.
To achieve that result, different options are available, even though your choice may depend on what spot on the planet you call home.
There is one Golden Rule you should never forget:
Except in some very uncommon and specific circumstances, never melt wax in a container placed directly on a heat source. Always use the double boiler method or in any case an alternative method that will prevent a potential overheating of the wax.
One of the few exceptions to this rule are candle Gel that requires higher temperatures and must be melted on direct heat, and very specific paraffin-based projects, like sand candles, that only work with wax heated to an unusually high temperature that cannot be attained with a double boiler. In these two cases, the melting process must happen under constant high surveillance and with a thermometer plunged in the wax at all times.
And a second one:
Never try and melt wax in a microwave oven.
There are tutorials out there suggesting it's safe and easy to melt soywax in the microwave. Just don't. Soywax may be a natural wax, it does have a flash point, just like paraffin-based waxes. A microwave oven gives you zero control over the temperature of its contents, so never use it for in your candlemaking endeavors.
Before you start heating up or melting anything, carefully read the article about safety and the setup of your workplace.
Basically, you have three options: