Sikhs and Hindus both light candles on Diwali but Sikhs don’t celebrate Diwali. They celebrate Deepmala. There is nothing wrong with lighting candles if we know the intention behind it, so it is not a ritual. The Sikh word for that is Deepmala (row of lamps). Sikhs welcomed Guru Hargobind Sahib Ji with Deepmala upon their return to Amritsar from Gwalior after political emancipation of 52 kings. Sikhs put lights all over Amritsar as Guru Ji had come back because the Guru is the light. So, if we light a candle, we should remember to burn that light inside our heart as well. When lighting a candle, we're saying that we take Guru Ji’s Sikhiya (teachings), we are going to burn with Guru Ji’s light, and not burn with Kaljug (age of ignorance). So, the world can hopefully look at our actions and praise our Guru Sahib.