How to install on-off switch to table lamp?

You can buy a switch that attaches right to the existing cord. You simply unplug the lamp, cut one side of the cord, screw the switch in place and you're in business.

You can get these switches at any local hardware.

There is on the market a plastic receptacle that plugs into your outlet and the lamp plugs into it. It has a switch right on top. Re rewiring. Try Home Depot or Lowes.

If you want the lamp to be controlled by a light switch on the wall, the project is complicated. It depends on the way your home was wired. If it was wired with "Greenfield" (Flexible Metallic Conduit) and the receptacle is connected to a switch box, it may be as simple as adding an extra wire to the conduit. The extra wire would have to be connected to an added switch in the switch box, which would probably have to be changed out to a multi-gang box. A combination device could be installed to prevent the need to change out the switch box. At the receptacle, you must break a small tab that connects the top receptacle to the bottom receptacles. DO NOT BREAK THE TAB ON THE NEUTRAL SIDE. Then you'll have to connect the new switched conductor to one receptacle, and the always on conductor to the other receptacle. Every kind of wiring method will require different procedures, so if you're not sure of yourself, call an electrician. It's not worth burning your house down over.

I have seen cord switches that are split and you screw the two parts together onto the cord and they have contacts that pierce the cord. Probably under $5.

Easiest way is to buy a cord with an on off switch in it, then replace that cord with the table lamps cord.