Scent from a candle comes from the fragrance molecules in the candle wax being bounced off into the air. This process is generally called evaporation.
Evaporation depends on the weight of the molecules, their density, and the bond or attraction of the molecules to each other. If you increase the energy by heating the liquid, the molecules have a better chance to get bumped off into the air. Typically the fragrance molecules weigh less than the hydrocarbon molecules in the wax and have a better chance to escape into the air.
The amount of molecules escaping into the air also depends on how much surface area of the liquid is exposed to the air. Evaporation of water molecules is the easiest to understand because we evidence this happening all the time. Ice will evaporate but at a much slower rate than water at room temperature – there is less molecular energy at colder temperatures but ice will evaporate. If a cookie sheet has the same amount of water on it that is in a glass of water, which will evaporate faster? The cookie sheet, because there is more surface area of water on the cookie sheet exposed to the air. Now if you heat the water and give the molecules more energy the rate of evaporation will increase.
One of the reasons a lot of people buy jar candles is because the glass container helps to contain the melted wax, reducing the chance for wax spilling onto the table surface. Also jar containers allow for more warm liquid fragrant wax being exposed to the air. This translates into more fragrance coming into the room. Our 64 oz jar candles are extremely popular because there is 3 times more surface area of warm liquid fragrance wax exposed to the air. In addition, there are 3 flames pushing more fragrance into the room.