Tear off several paper towels from the roller. Get enough to cover the wax completely with three layers or more, depending on how thick the stain is. Keep the roll nearby in case you need more during the removal process.
Turn on your iron to a low setting. Turn on the steam setting as well. Let it heat up.
Lay a pile of paper towels over the wax. Press the iron on top of the paper towels for several seconds, making sure it's producing steam. The steam and heat should soften the wax, making it adhere it to the towels.
Change out the towels as they absorb the wax. They need to be changed when they appear translucent and damp.
Keep repeating this process, removing as much wax as you can each time you do it. When you can no longer absorb wax onto the paper towel, move on to the next step.
Hold the iron just over the furniture, whether it's a solid material like wood or soft like upholstery. Make sure the steam iron feature is on. Allow the steam to vaporize what's left of the wax stain.
Wipe down solid furniture pieces with an appropriate cleaner, such as dish soap or wood cleaner. Gently clean upholstery with a stain remover, as per the manufacturer's instructions. Make sure to test colorfastness if you haven't used the stain remover on the upholstery before.
Dry the spot or vacuum, depending on the stain remover's instructions. Treat with a polish or conditioner for solid wood surfaces.