and i quote,
"In the lighting of candles we remember and truly live the words of Our Lord:
"I am the Light of the World." In the lighting of candles we not only pray, but our prayers become smaller symbols of the One Light of Christ. In burning candles, our prayers rise up to Heaven day and night. The lighting of candles has been observed since the early the time of the early martyrs."
source:
A Catholic Life: Why do Catholics Light Prayer Candles?
with regards to this, words from a local itself; when we light the candle it does not repesents our prayer alone, but as a tradition establish us, when we pray, to God; reminds us that He is there for us as our Light, as He promised.
In many Catholic ceremonies candles represents Christ as the light, and such is what happens when we lit our own.
and of course as usual(in this forum), you ask cause you don't believe. (unless out of natural curiosity)