Should I use a parallel or serial connection?
As long as the 20W lamps are designed to operate at the wall socket voltage then you will want to wire the lamps in parallel connection.

Some guidelines. 


Make sure you appreciate that messing with AC wall power can be dangerous.
Make sure the power cord is not plugged in when you are wiring the circuit.
Make sure all the connections are properly insulated and secured before attempting to power up the circuit. 
Do use the proper type of socket for the 20W lamps that have proper terminals to take the attachment of the wires.