How do I correctly change hard wired antique wall sconces to plug In with the toggle box
Assuming USA, the cord-end plug you are using (technically called the "cap") should have a wide prong (which correlates with the neutral conductor) and a narrower prong (which correlates with the "hot" conductor). 

The switch needs to be wired to only "make-or-break" the hot conductor. In other words, follow the wire from the narrow-prong side of your cord-end plug and connect that to one (either one) of the wires/terminals on the switch. The other wire/terminal on the switch should be connected to one of the wires/terminals on the light socket. The correct socket wire/terminal to connect to is (generally speaking, there are a wide variety of socket designs...) the one that leads to the contact in the bottom/center of the socket where the tip of the bulb-base would contact.

The other (neutral) wire from the cord-end plug would connect directly to the other socket wire/terminal. That socket wire/terminal leads to where the bulb contacts the socket "shell" contact surface.

If this does not make sense to you, you probably should stop. Be aware that converting a manufactured fixture by changing the wiring is fine unless there is a problem and your house burns down because of it. Your fire insurance company will wag their finger; worse, they will likely not cover any losses.