Most wall sconces are hardwired. That means you'll have to run electrical wiring into the light itself. The benefits to this are that you can often attach the light to a switch, adjust it to a timer, make it dimmable if the model allows for that and not run out of batteries.
Nevertheless, there are also options that are battery-powered. If you don't want to mess with electrical wires and don't plan to run the light constantly, this can be a good option for an easy ambient lighting solution.
An even easier solution is to get a corded option with a switch. The cord runs down from the sconce and simply plugs into an outlet. So you get an easy installation without running through batteries. However, you should only choose this option if the cord itself will plug into a hidden outlet, like if the outlet is placed behind an end table. A fully exposed plug could look shabby.
If you plan to use the sconce outside, you might look into types that are solar-powered. When energy conservation is a priority and your yard has plenty of sunlight, they will be a great choice  to create a charming ambience outside of your house.