Oil lamps are containers that are filled with a specific oil and burned using a cloth or rope wick. The upper end of the same is in the air and works using capillary action. It continues till the oil is consumed.
To light up the lamp, you need to use a wick and match. If the wick fails to burn, it is a sign that it has not absorbed sufficient fuel. As a result, it is best to dip the wick in oil before burning.