Most incandescent lamps have a socket, switch, cord and plug.
Any one of these parts may wear out and need to be replaced. To check a lamp that doesn't work, test the light bulb, plug the lamp into another receptacle to be sure the receptacle isn't at fault and check the plug and cord for wear. A lamp assembled with rivets instead of nuts and bolts can't be taken apart for repair, so you'll have to replace it. Before working on any lamp, make sure it's unplugged. They are all connected directly to your home's wiring through a recessed ceiling box hidden by the fixture or a decorative canopy.