The practice of lighting candles goes all the way back to the Old Testament. God required the Israelites to keep lamps burning perpetually before the Holy of Holies.
In the Church, light is a representation of Christ, so the burning of candles or lamps, has naturally come to symbolize him in a special way. For example, a candle must burn perpetually before the aumbry (that recessed cupboard in the wall which contains blessed bread and wine), as it did in the Temple.
When it comes to the candles in the chapel, those are called "votive candles". Something that is "votive" has to do with a vow or expressing a desire. Someone who lights a votive candle is usually praying for a loved one, someone who has departed, or maybe for God's help with something going on in their lives.
So the practice of votive candles not only has biblical roots, but it's also very symbolic of who were are as Christians united to Christ, and of our dependence upon God in our needs.