It is very easy to remove candle wax from a wood table, so don't despair that your table may be ruined by candle wax, a few steps will have it looking new.
Let the wax harden until it is totally firm. If you try to soak up melted wax you may end up smearing it all over the table and making the situation worse. You may also burn yourself. You can rub partially hardened wax with an ice cube to harden it faster.
Once the wax is hardened, you can apply pressure to it to 'snap' it off the wood surface with a plastic or rubber utensil such as a spatula or pancake turner. Most of it will probably come off at this time. You can use this same rubber utensil to work on removing any film.
Another technique with remaining film is to simply use a soft, dry cloth such as an old diaper and use the wax left on the table to actually shine and protect the wood. Just buff the entire area with the cloth in a circular motion until all the wax is gone. This usually only works if the candle was white or natural in color as the colored wax can discolor the wood.