Most candles don't require a candle holder. Tapers absolutely must use a holder, of course, and great care must be taken to ascertain that they're being firmly held in place. Almost all other candles can get along fine without a holder. Just lighting them and setting them in a safe place is all that's necessary.
However, most candles will benefit from a holder, whether or not it "needs" one. In magick, a holder can add some property or energy--allowing the magician to finely tune the magickal working. There are more mundane reasons as well, as a good candle holder can protect furniture or fabrics from damage caused by melted wax.