Candle warmer question

I recently invested in a candle warmer. My question is, how do I know when the candle is finished with?

I had the warmer on for 4 hours today with a brand new candle and it gave off a great scent. But the candle still looks brand new after 4 hours compared to when I usually light one and the wax melts down.

Am I supposed to pour some of the wax out each time I use the warmer?