I've shown this to a lot of people and a number of them have guessed that the tubes hold fuel and the wicks are burned for heat for one purpose or another, the main problem with this idea is that the wicks are riveted to the tubes and can't be replaced, and they are hanging with the wicks down instead of up. The small hole with the sliding door is the only opening in the big container, so it wouldn't have enough oxygen to burn anything inside for very long.
This item belongs to a 70 year old man who got it from his father who was a farmer and beekeeper, I've shown it to some beekeepers and none of them recognized it, although some have guessed it's for catching a swarm of bees with the tubes holding some kind of attractant that is dispersed through the wicks. This is the best guess that I've heard for it yet.
Rob