For the base: print with 3 walls (even thought 2 are enough) and low infill 5-10% without supports. I printed mine with a 10mm brim just in case.

For the lampshade: just make sure the lampshade is solid before printing (in case your wall settings are to wide for the slicer to consider them)
There's a lip on top of the base to hold the lamp socket in place. The lampshade sits on top of the base and is held by the lamp socket.

You have two options for the lampshade, a wavy one and a plain one use whichever you like best (I prefer the wavy one!).