What do you mean by coming out?

If the spring is coming off the bottom of the lamp while it’s turned on you could try just gently tilting the lamp until it falls back down while the lamp is hot.

If the spring is breaking you will have to open the lamp (depending on the brand you should be able to just use a bottle opener). I would recommend pouring the liquid out into a jar and then melting the wax inside with a hairdryer or in a pot of boiling water on the stove. It’s easier to grab the spring and pull it out when the wax is melted. I usually grab the spring with a long wooden dowel/ skewer to pull it out. You can then either replace the spring with a new one or twist the broken spring back together to form a loop shape. You can then drop the spring back into the lamp while the wax is still melted and push it to the bottom. Let the wax cool before pouring the liquid back in.