1. the wicks sometimes touch you, but normally if they only make contact for a second it will not burn you.
2. the wicks are made of "Kevlar",(type "kevlar wick" and it should have a few online stores that sell it)
im not sure where you can get it besides on the internet though unfortunatley.
and 3. the liquid you use is parafin, (lamp oil) which you can buy from petrol stations and hardware shops.
whatever you do do NOT Use petrol, the fumes can choke you, and its very hot.
hope this helps!