Portable lamps (at least in the US) are generally designed without a ground wire. The bodies of the lamps, even if metal, are designed not to be likely to be prone to a short to the hot lead. The standard lamp cord is therefore two wire (hot and neutral). Most modern lamps are polarized, meaning the cord/plug is designed to ensure that the hot lead is attached to the hot side of the outlet.
Sconces and other lamps that are intended for fixed mountings on electrical boxes have a hot lead, a neutral and a ground. The ground is the safety measure in case of a short.
When you convert a fixture intended for use with a ground wire to a plug-in setup, you need a grounded cord to preserve the safety factor. The simplest way may be to buy a grounded extension cord, cut off the socket end and splice the cord with the plug (male) end into your fixture.
Attach the hot lead to the black wire of the fixture, the neutral to the white (the neutral wire is attached to the larger blade of the plug and the casing is sometimes ridged), and the ground to the green (or bare).
You can then run the cord under a cord cover to a conventional grounded outlet.
P.S. Be sure to use a bushing or something similar to prevent any cord/cable from being pulled through and cut or frayed by metal edges at the point where it exits the fixture or metal cable cover.
This whole discussion assumes that you are installing this permanently (a wall fixture is not well protected at the back from damage or short) and on an interior wall. Exterior fixtures are specifically designed to attach in an exact way to exterior boxes to ensure that they are water resistant. Any compromise of that attachment mechanism may lead to leakage, shorts and danger of electrocution or fire.