I have AWG 16 wire... how would I do this? I have very little experience with electrical work
I assume the 16 AWG is just 2-wire lamp cable with no ground, so I wouldn't use that plug end. Just use a 2-prong connector. Make sure you use an Underwriter's Knot on the plug end.
That dimmer is only designed to be mounted in a box in the wall, so you wouldn't want to use it for a lamp. They do make lamp dimmers that just plug into the wall on one end, and the lamp on the other. I got one for our baby's room for when he wakes up at night; it works pretty well.
However, without a switch on the lamp, there's no other way to turn it on/off. There are lamp dimmer units that go directly in the lamp instead of plugging in; otherwise, you should use a lamp holder with a switch on it.
The black (hot) wire on the lamp holder connects to the smaller connector on the plug end.
Use wire nuts to connect the lamp cord to the lamp holder. Twist them clockwise (looking at the top of the wire nut, opposite the wires)- to the right.