The Lady In The Flame by Pat Jacobson

Twelve year-old Ricka, an orphan at Alston Manor School for Girls, finds a box containing six antique brass lanterns, and discovers that the spirit of an ancient queen dwells within the flame. The queen shows Ricka how to travel from room to room through the magic of the flame. Using the lamps, Ricka and the girls are able to thwart two thieves who are using the orphanage as a hideout.