I needed to make another couple of these today so I stopped along the way to photograph the components for anyone interested.
The base, known here as an end feed cap, is soldered on. Note the cleaned up pipe end for a better joint. Wipe it with a little flux , heat the joint with a blow torch while touching the opposite side of the joint with the solder. When the solder melts it will flow into the joint where the flux is.
The top cap is left loose so that it can be filled easily, drilled through with the thin copper tube for the wick holder, pushed through, it could be just a friction fit but I soldered it in as well for durability.
I added a tiny, 1mm, breather hole in the top of the cap to alleviate the slight compression that tended to squeeze paraffin up through the wick when first sliding the cap on. A simple modification but it seems to keep things a bit cleaner.
I just use a twisted bit of cotton mop string for a wick.