I got the curves on the candle by extruding a circle using a curve as a path.
1) Use EP Curve Tool to create the curve (path)
2) Create a Circle
3) Select the circle, then the curve and say Surfaces->Extrude (options) set options to - tube, at path, component and (in my case) polygons with quads.
If I missed something out, I'm sure you can get Maya help for Extruding Surfaces.