On second thought, the part of the magical creature in the wand like a unicorn tail or pheonix feather kind of "supplies" the magic to the wand but in the entire series, they never once mentioned it running out so I guess that's how it works? I have my own hypothesis that the magic they have probably comes from all animals/magical creatures and plants with magical properties. For their potions, they use plants and small parts of animals or magical creatures. but it's possible that the animals, plants and magical creatures have a limited amount of magic for wizards and witches to use, just that the amount they provide is a lot, so it never runs out. I may be wrong about this because it's based on my own understanding of that Harry Potter series but I hope this helps you!