If the sconce is metal it will be best and safest to make sure that it has an earth - if you're intending to plug it into a wall socket and have the switch on the socket as the on/off control you will need Live - Neutral & Earth in the cable and ideally an appropriate fuse in the plug top - 3A or 5A.
Each lamp has two wires - live (from the switch) bringing the power to the lamp and neutral to complete the circuit.
A light bulb does not care which wire is connected to Live and which to neutral - the two bulbs should be wired in parallel - if you join them in series - like a daisy chain - they will be very dim.
Given that you need to ask this question it may be wiser to ask a friend around to help you - or an electrician.
Good luck...
Peccavi, August 2010
