Drill a hole on the backside close to the base of the bottle with the diamond bit. Running water over the bit is recommended. Also safety equipment (eye goggles and leather gloves) is a must before attempting this craft project!
Install the lamp kit into the bottle by removing the on/off switch and splicing the cord. Reconnect the cord and assemble the switch.
Use a clip on chandelier shade that can attach to the light bulb.
The lamp shade can be painted or customized to match the bottle. Also removing the labels and filling the bottle with gems makes for a more "classy" lamp in my opinion.