Remove the sconce from the wall. Remove the old candle and any excess wax. Now is also the ideal opportunity to clean your sconce with a wet rag.
Place your electric candle into the sconce. You can use either a cordless battery powered candle, or a regular electric candle that comes with a cord. If you're using a battery powered candle, skip ahead to step four.
Drill a hole in the back or the base of the sconce for the cord of your electric candle to come through if necessary. Alternatively, open-ended sconces may allow your cord to go through the top, negating the need to drill.
Reattach your sconce to the wall. Plug in your electric candle or open your sconce and turn on the battery powered candle.