How can a pure CO2 in empty bottle can snuff out candles.

The carbon dioxide is heavier than air, so it will sit in the bottom of the glass. When you pour the gas from glass onto the candle, you are pouring out the carbon dioxide, which will sink and displace the (oxygen-containing) air surrounding the candle with carbon dioxide. This suffocates the flame and it goes out.

if you're asking what comes out, it's steam.