Change wax melts when their fragrance is no longer noticeable at the strength you enjoy. There is no rule that says wax must be replaced after one day, one session, or a certain number of hours. Some scents remain enjoyable through several warming sessions, while others are naturally more fleeting.
If you like switching fragrances frequently, you can also remove wax while it still has scent and save it for later once it has cooled. Whatever method you use, let the warmer and wax cool as directed before handling them. The easiest schedule is simply to pay attention to scent performance rather than the calendar.