You really can't as in a glue gun the heat works on the the stick at the point. Crayons will melt before that point. It doesn't take a lot to melt them. Can i ask why you need to do this? Maybe there are other solutions if we knew more
Crayons have a different melting point than glue, which is much lower than glue.
To use glue guns properly, use only glue in them as a safety measure, crayons in them may cause a whole another problem for you.
Kim...Is it a glue gun you don't care about and you are just trying something new? I agree that is won't work but do you know someone that has something similar and you think it might be a glue gun? Sorry!
I wouldn't recommend doing this, you'll ruin your glue gun and the crayon will run right out.
Have you seen the pumpkin project on here? They use a blow dryer, the crayon just melts and drips down the side of pumpkin.