One should arrange a pre-existing flame with which to light the candles on the second night of Sukkos, as well as on Erev Shabbos Chol Hamoied.
Candle-lighting (Wednesday night) is at 7:20pm. The Brochos are Lehadlik Ner Shel Yom Tov and Shehecheyanu. [If one incorrectly concluded Shel Shabbos Kodesh, but realized within the time frame it takes to say three words, she corrects her mistake. Otherwise, she must repeat the Brocho. If one forgot Shehecheyanu, she should have in mind to be Yoitzei during Kiddush.]
The candles are lit in the Sukkah and kept there until the end of the meal. At the very least, they should be lit in the Sukkah and moved only after some time has elapsed and some benefit has been derived. If even this is not feasible or safe, the candles may be lit indoors, preferably in a place where they can be seen from the Sukkah, and one should ensure that practical benefit is derived from the candles after nightfall. If possible, the candles should be brought back to the Sukkah for the Yom Tov meal.
If lighting at home but eating the Seudah elsewhere, one must ensure that practical benefit is derived from the candles after nightfall (such as arranging for someone to eat by its light, or lighting in a location that needs to be used and would otherwise remain dark).
Since it is Yom Tov, if one neglected to light at the proper time, one may – and should – light candles on Yom Tov itself, from a pre-existing flame.
When a man is required to light candles, he does not recite Shehecheyanu, as he will be doing so in Kiddush. [Therefore, it is best that he lights candles right before Kiddush, so that his Shehecheyanu is linked to both.]