Some methods of waxing involve wax that hardens and then cracks off, but for the "no heat" wax methods, you might be left with a sticky mess, one that's impervious to soap and water. There are a couple of methods to remove wax residue from skin.
Add some new, unused wax to what's on your skin. Sometimes the new wax will adhere to stuck-on wax and lift it off.
Coat the wax liberally with baby oil or mineral oil. If you don't have either of these, you can use talcum powder to keep the wax from sticking to everything else until you can get some. It looks awful, but it works.
Scrub the oil off of your skin with a clean cloth.
Add more oil to areas where wax remains and clean as necessary until all the wax is removed.
Purchase a commercial wax remover, apply it in a light coat to the skin and remove it will tissue or a soft cloth.