Lighting a Yizkor/Yartzeit candle:
The custom is to light a [24-hour] candle for a deceased parent on Erev Yom Kippur, known as a Ner Neshama, [and so is the Chabad custom].
Both parents deceased: One is to light a Yizkar candle for his deceased father and mother. [This implies that one is to light a single candle on behalf of both parents. Some Poskim, however, rule that if both one’s father and mother are deceased, one is to light two candles in their memory.]
Leaving a 24-hour candle on in the house for Havdala:
One is to light a 24-hour candle in his home to be used for Havdala on Motzei Yom Kippur. See Chapter 5 Halacha 6!
May one use a Yartzite or Teshuvah candle for Havdalah?
No. However, one may light another candle from it and then say a blessing.
 Admur 610:5; Rama 610:4; Kol Bo 68
 Sefer Haminhagim p. 58; Sefer Hasichos 5704 p. 7-8; 5705 p. 14; See Otzer Minhagei Chabad Tishreiy pp. 166-170; Maaseh Melech Tishreiy 23
 See Admur 610:5; Rama 610:4
 Elya Raba 610:4
 Elya Raba 610:4; Bigdei Yesha; Kaf Hachaim 610:28; Nitei Gavriel 75:12
 M”B 624:13 in name of Derech Hachaim
 M”B 298:30; Admur 624:8
 As it has been lit for the soul of the departed and not for light.