An oil lamp is really simple, all you need is an empty tuna tin and a length of shoelace. Clean out the tin, bend a little “spout” in it to prop up the length of shoelace. The shoelace should be one that’s hollow and wick-like. cut an inch or so to be a wick. Load the lamp up with some olive oil.

Voila!

But you probably meant an electric lamp, neh? Home Depot has the parts, it’s up to you to figure out how you want to put them together.

Good luck!