On Yom Kippur, it is customary to light candles to honor the holy day, just as on Shabbat and other Jewish holidays. Typically, candles are lit on Yom Kippur eve (before the day begins) with blessings, often by the woman of the household. This practice is meant to bring honor to the day, create a peaceful household, and provide light to avoid obstacles during the fast. Additionally, it is customary to light a memorial (yahrzeit) candle on Yom Kippur eve in memory of deceased loved ones. The candles may be lit in the home and also in synagogues as part of the observance of the day.
Thus, yes, candles are lit on Yom Kippur, mainly before the day begins, in keeping with longstanding Jewish tradition.
