There are candles scattered all throughout the beach area. The only way I've found to put them out is to drop them into water, but not just any water (e.g., throwing one into the sea didn't work). If you go back to the start of the area, where the raised box is, you may notice you are wading through water at this point. Dropping the candle hear will snuff it out. There are about 3 candles right in this immediate area, and many more in the upper cave area by the tent. Snuff out six and the achievement will unlock.
There are candles in some parts of the other levels as well, but this is easiest to complete on the beach.