You can find these interesting looking old lanterns in many antique shops and flea markets. Typically they’re rusted beyond use, but a quick modification turns them into a fantastic lamp for that rustic looking room.
Attach the wires and such. It's smart to tie a knot in the cord to keep it from getting yanked out of the assembly. It's also a good idea to test at this point to ensure that you've got your wires connected well.
Assemble the lamp back together before attempting to add the bulb. Depending on the size of the bulb you are using, it may require some flexible fingers to install. A 40 watt bulb sheds plenty of light, though a lower wattage might be easier on the eyes.