Hm, I think I have a picture of one, Alice. Basically the votive candle sits in a glass candle holder, on the mesh shelf at the bottom of the unit, and I turn the wet clay pot - or two - over top (upside down) so that it acts like a diffuser. I also put a little foil muffin cup over the hole in the clay pot so all the heat doesn't go straight out of the hole.
There's nothing near it that could possibly catch fire, since they are well away from the house, out on the brick paved pool deck. Plus everything inside the little unit is wet as well.
In the last picture, the large clay pot at the bottom goes over the candle and the smaller clay pot. The clay itself also retains a lot of heat as well as releasing moisture into the air over night (those cold nights are also usually dry, dry, dry).
The two jugs on either side of the clay pot have water and used coffee grounds in them. (makes the water dark colored, and keeps out mosquitoes) I put them in the sun during the day then tuck them into the shelf unit at night. They provide ballast for the unit in case of wind, and also retain and diffuse a lot of heat.
I "tested" a piece of the plastic greenhouse cover, out of an abundance of caution, and the plastic melted when held to the candle flame but did not burn.