There are a number of different sets of candles that are lit on Erev Yom Kippur that are supposed to last for all of Yom Kippur. Each of them has its own set of laws.
Candles are lit like every Erev Shabbos at home. Ideally, one says the blessing of shehechiyanu when lighting these candles and one should therefore not say the shehechiyanu blessing at shul after Kol Nidrei.
- If one plans on driving to shul after lighting, there are two options: Option 1) They should explicitly state that they are not accepting the sanctity of the holiday with the lighting of the candles. In such a case, one should recite the blessing upon lighting but should not recite the shehechiyanu blessing. Shehechiyanu should then be said with the congregation at Kol Nidrei. Option 2) Light candle at shul. Although one can normally not discharge their obligation of lighting Shabbos or Yom Tov candles by lighting at shul, Yom Kippur is the exception to this rule.
2. Another candle should be lit to be used for Havdallah after Yom Kippur. To demonstrate the extra sanctity of Yom Kippur we use a flame that was lit before Yom Tov and do not light a new one for Havdallah. (If one plans on being in shul for Havdallah, no extra candle is needed. If the light goes out, one may light a new light for Havdallah.)
3. There is a custom to have one candle lit for every family and this is kept in the home. Some have the custom of lighting this candle at shul.
4. If one lost their mother or father, an additional Yizkor candle should be lit in one’s home. One candle suffices for two parents. No blessing is said over this candle.