Purchase or make a base. Glue and nail base to spindle. Stain or paint as desired. One of the easiest projects around with fantastic impact.
you need a socket (metal) for the candle. And you need a support fo the leg (a block or something like that) fasten the socket to the top of the leg. . .voila a candlestick!
I would use a spade drill bit to drill a hole on the top the size of your candle. Sounds so fun!
Here are some ideas from my DIY blog
Here's a great tutorial from a DIY blogger - http://designeddecor.com/repurposed-table-leg-candlestick-holder/