I don't have bees, but I've made beeswax candles. Some of my beeswax I got from a beekeeper, a big bag of cappings and misc. stuff. I melted it down and strained out the dead bees and junk.
I make dipped candles, melting the beeswax in an old crockpot. I keep an eye on the temp so it doesn't get too hot. Always be aware of safety. It took about 7 pounds of wax to fill my crockpot, and I can make about 6" long candles in it. You can also make poured candles in molds. I didn't check out the above links yet, but they should give you lots of good info!
X2 on using a crockpot to melt the beeswax down. I use a solar melter to melt the cappings and strain the wax. This is version 1.0 I've made another one slightly larger after some trial and error with this one. It was a deep that was slightly mis-sized, made a bottom and used an old glass shelf from a refrigerator for the top. There are some cleats on the backto hold an old cheapie cookie sheet with one end snipped and bent under. Then I crimped the edges of some welded wire (I think 1/4") around the edges of the pan. I use a silicone bread mold at the bottom to catch the melted wax into big blocks- then I pop the blocks out by turning the silicone inside out and melt the blocks in a small $10 crockpot. From there I pour into soap molds to make saleable blocks. Going straight into a candle mold would work, too. NOTE: The slag left on the welded wire and pan is VERY EASY to clean up if you do it right away while the box is hot- I just turn it upside down on some cardboard and give it a bang. If you wait until it cools you will need to use a heat gun on one section at a time to loosen the slag.
EDIT: I forgot I added a small piece of metal window screening that crimps over the top of the silicone bread mold- it catches whatever makes it through the 1/4" welded wire. It's not pictured but I think you get the idea.
@lonnyandrinda - I love your solar wax melter! I line a metal funnel with a paper towel, then put it in a glass coffeepot. Put wax I want to clean/strain in the funnel, and set it in the oven on warm till it melts and drips through. It works, but yours does too and it saves energy! I want to make one for next year. Thanks!