How can I wire this dimmer switch?
From the diagram it looks like the dimming assembly is simply in series with the load, on the hot side. 

Yes, if you have two conductor cord, and you cut it, then you have four wire ends. The dimmer would be spliced into the hot wire, and the other one would have to be spliced back together.  It would make sense to just cut one conductor in the cord.  Leave one intact. The intact one is your N to Load line, and the one you cut gives you the other two pieces: A to dimmer, dimmer to load.

What to do with ground wires? You have two devices: dimmer and load (light socket). If the dimmer has a metal chassis, you can ground that. Follow manufacturer's instructions!

The light receptacle is porcelain, so don't bother.