Understanding a simple light bulb circuit
Anytime you handle mains power, you are dealing in Code electrical.  With Code electrical, packaging is everything.  

Your light fixture is designed to mount on a certain type of electrical box - typically a round or octagon box. Here is a stamped one; they also sell fancier cast ones which are round. 



Take your cord to a proper electrical supply house (not Home Depot) and ask them for a proper fitting strain relief for that cord which fits a 1/2" knockout. 



Tap out one of the knockouts on the box, and screw it in with a special nut. Or if using a cast aluminum box, just screw it in to a threaded port and plug the rest.  

Inside the box, connect the lamp to the supply cord with plain wire-nuts (orange is probably the right size). 



Or terminal blocks



If your supply cord has a safety ground pin, and your box is metal, tie it to the frame of the box and the lamp ground, if equipped.  They make green #10-32 screws to make that easy.  If your cord doesn't have ground, make sure the metal parts of box and lamp connect to absolutely nothing, and cap that off and tape it.  Never connect neutral to a chassis, ever.   

Then secure the lamp to the box in the normal way. 

Use light bulbs that are the correct voltage for the power you're plugging into.