The wick holder on a good Paraffin Lamp is usually made of Brass because it transmits heat well and evenly, this helps to heat the Fuel before its reaches the burning point at the top of the wick. The top of the Wick is usually set below a split dome arrangement which gets hot in use, this increases the temperature of the burning Fuel giving better efficiency and light. Air is drawn in below the Flame usually through the sides of the wick holder and is directed through vents close to the wick tube, the Brass construct warms the air, again helping the efficiency of the burn. Chimneys are important they draw the Air up past the Flame through the correct path to ensure the right amount of Oxygen reaches the flame. Chimneys must be the correct Base Diameter and sit flush on the wick carrier, if it doesn't Air will enter from the wrong direction and be colder, effecting the burn. The Height, Shape and top Diameter of a chimney can vary from Lamp to Lamp and even between Lamps of similar types, this could be due to altitude or the Gauge / quality of the Brass used in construction. The wick winder is to adjust the amount of light required, do not use until the lamp is working at the correct temperature, start with the wick at the lowest possible height that supports a burn and work upwards as it heats.
Oil Lamp Technology
Burns Paraffin or Lamp Oil
OIL LAMPS - TABLE LAMPS - CANDLE LAMPS DO NOT HAVE TECHNOLOGY. They may have what looks like a Chimney it is in fact a wind guard, No Wick Winder or Air vents, the Wick carrier will probably be a small Ceramic button with a hole in it, start with the wick at the lowest possible height that supports a burn. Adjustment is trial & error