One may not attach candles into candlesticks on Yom Tob (holy days). Therefore, those who use candles which they attach to candlesticks, must prepare from before the holiday, two sets of candles for the two nights of Yom Tob. If the holiday is on Thursday and Friday, then three sets must be prepared so that there will be a set, prepared in advance, for Shabbath also.
Similarly, those who prepare wicks which are placed in oil, should prepare all the wicks that will be required throughout the holiday, before the holiday starts. If one forgot to prepare the candles, they may not be prepared on Yom Tob itself. As such, one should use tea lights which do not need to be attached to candlesticks.
Those who use floating wicks which they place in oil, can insert the wick into the cork float on Yom Tob, if they forgot to do it before the holiday. However, it must be done with a Shinnui (in an unusual manner).
(See MM, Hilkhoth Hagim, 15:5 and 35:32)
