Prayer candles/ prayer lamps? (ritual, tradition, God)

[Snowbear]

When someone asks for prayer, often others respond with, "Prayer candle lit" or "Prayer lamp lit."

What is the purpose or meaning of prayer candles? Are they an important part of "sending" prayers up? Or are they a tradition or ritual to get one in the "spirit" of prayer?

I've also seen for sale the prayer candles in glass with images of various saints on them and a prayer printed on the glass. Are these lit as a prayer in and of themselves, as opposed to actually asking God directly (however you do it) for whatever intervention or support is needed?

I actually have always liked scented candles and incense, but have never considered them for religious purposes.