A wall sconce is one of any number of styles of wall-mounted light fixture. The first wall sconce was probably a well-placed outcropping of stone in a cave that was used to hold a stone bowl full of animal fat with a wick of twisted reeds.
Through the years, as oil lamps gave way to candles and candles back to hurricane lamps, a wall-mounting was often the choice location for a lighting fixture. It could shed light over a larger area than a table-top fixture, and was out of the way, allowing the floor space to be used for other purposes.
In the days of candlelight, the wall bracket would have stood taller than the tallest candle, to shield the wall from the blackening of a flame in a draft. If backed by a shiny metal reflector, a single candle could throw more light into a room; the rich might even have mirrored sconces. The invention of the blown glass 'hurricane' shade kept the candle flame contained and made the lighting even more brilliant.
Candlelight and whale oil gave way briefly to gaslight, which was typically wall-mounted; running gaslines throughout the room would present certain hazards. Now wall sconces sport electric bulbs, although they usually hark back in style to an earlier era. You can, of course, still purchase decorative candle sconces; a pair bracketing a fireplace would make a suitable colonial statement. Sconces that evoke the gaslight era are also popular.
Sconces can be elaborate brass affairs, with ornate curlicues that support a pair or more of electric 'candles'. Or they can be an alabaster half-bowl set into the wall, with an interior light that is cast upward for indirect lighting. An art deco sconce might simply be three or four bands of polished steel of decreasing radius sheltering the bulb.
You can find wall sconces, either candle sconces, electric 'candle' sconces, or unabashed electric light sconces, to match whatever decor you prefer. They can be purchased at almost any home store, but for an even broader variety, you may try one of the many online merchants that specialize in home decor and lighting fixtures.