Use wax at room temperature. If your wax is too cold, application will be difficult as the wax is at its ideal workability is at room temp.
You may use a rag to apply wax but the preferred method is using a round natural bristle brush for application. This will make quick work of waxing while creating more uniform coverage. Swirl your natural bristle brush in the wax a few times until you can just barely see the wax on the tips of bristles. A little goes a long way so save your elbow grease and cut out buffing time later. You may wax in circles or with the grain but work in small sections by applying the wax and buffing off with a lint free cloth. An old t-shirt will do but if you are waxing a piece painted in black, use a dark t-shirt, and use a white t-shirt on whites. This will help eliminate visible lint from showing up in your wax finish. To buff off, wipe the wax off until it no longer feels tacky. Move on to the next small section and continue until you have waxed all painted areas. The wax will continue to cure to its strongest finish over the period of 2 weeks-30 days depending on environment and relative humidity. You may use your piece while you are waiting for it to cure, just know, it is at it strongest protective quality after the waxes and oils are able to re-harden within the paint. You may layer waxes of different shades to create your desired look. Remember, wax is last! Since wax is a barrier product, you will not be able to polyurethane over wax. Should you decide to paint over a waxed finish, lightly sand and clean well to remove wax buildup.