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The socket should have a brass terminal for the hot wire and a silver terminal for the neutral. If you are using rubber covered heavy duty SO cord, the hot is black and the neutral is white. If it's not color coded you need to trace it back to the blades on the plug. The narrow blade is the hot, and the wide one is neutral.
I would assume that it is stranded wire. If so, you should crimp a forked terminal connector on each wire before attaching it to the fixture. The terminal screws on the fixture won't accept stranded wire very well and the crimped terminal connectors will make a much better connection.