Find a glass beverage container & remove (usually twist off) the spigot. If you find a container like this, there's no need to drill through glass, which can be tricky.
Next, you'll use PVC to build a center structure for the lamp. There are different diameters of PVC & you'll want to use the largest size that fits in your container so that you don't have to use as many rocks. That will keep the weight down. Rocks make for one heavy lamp!
Glue the PVC to the bottom of the glass & let it dry completely.
Finally, thread the wiring from the lamp kit through the bottom 2 holes (the former spigot hole & the hole you drilled in your PVC), thread the wire up through the PVC & through the cap and wire up the lamp socket as listed in the directions of the lamp kit.