Making tallow is easy enough but the rendering process a bit icky. The house will only smell of cooking meat so good ventilation is the order of the day. Or doing it out doors even better. (We did it when we lived in a mobile home. It ended up with it in the home rendering away and us finding jobs to do outside) You'll have to make the tallow at home as you'll likely not have the time at an event. Instructions on-line. (Tallow does melt in the sun!)
Rush lights would be more common than candles anyway and these can be made easily at an event with the right kit. By that I mean a long narrow metal trough like dish that you place beside the fire, not on it. I think they were called 'boats' or something. Anyway, with this vessel there is no dipping required. Dipping requires large volumes of oil to be able to dip into. With this trough you only need small amounts of tallow at any one time. You draw the rush across through the oil to build it up layer by layer. Getting the rushes together is the real drag. And it's the pith from them that you want. The ones in the fields are too skinny, too short and are too hard to peel. You'd be looking for the type at the edge of a lake or river. They look just like the field type, are dark green, but will be as thick as your little finger at the base and on stripping you'll notice that the pith is not just spongy like the field type but is in 'cell' like structures making them much stronger and easier to use. They grow to about 3 foot as well so will make longer burning lights. These should be pulled from the water in September, stripped and let dry out somewhere.
Using tallow lamps or rush lights does have a dirty burn and will smell of cooking meat.
I seem to recall somewhere that you can make bees wax candles by rolling plates of it together. You'll have to pour melted wax onto a non-stick tray at home to make up the plates first. On site, gently heat each plate by the fire and roll it round a wick and then build up layer by layer in the same fashion. As it's all in hand you shouldn't actually melt the wax too much or need all that much heat in the first place. On a warm day the sun and your hand would be nearly enough....on a warm day
Soap making is a long chemical process that doesn't lend well to shows. The lye is caustic and will leave you without fingerprints at the very least and stumps at worst (only kidding home made lye isn't that strong but can burn skin). Plus you'd need to bring hardwood ashes with you to show the lye making process which is messy enough at the best of times. You can only hope to show the process stages but it's a lot of kit to carry about for a show and tell. The soap will likely be a soft soap not a bar.
(Warning: Using drain cleaner for lye will take 6 months to cure and will melt you prior to that)
Dave.