I have a sconce wired into a hallway wall, with a switch to turn it on and off.

I want to change the sconce.

I have a simple metal "candle holder" with places for two candles. I'd like to put two "sockets" (is this the correct word?) to hold light bulbs where the candles would go.

I'd then like to wire the newly socketed "candle holder" to the wires from the sconce I removed, and be able to use the light switch to turn it on and off.

Might someone please advise me how to do this, or refer me to a ready resource?

Thanks in advance for any help you can give me!

Assuming you have a neutral and a hot wire in the wall that you are switching on and off, take the black leads from your new lamp sockets and wire them together, do the same with the white wires, then connect to the leads in the wall. Of course, use longer leads and make it all look beautiful.

To be more specific, and at a more basic level:
By "wire them together" we mean:
- take the 2 black wires from your 2 sockets, and the black wire from in the wall (if you don't have 1 black and 1 white wire in the wall, stop and ask again).
- remove insulation to expose about 1/2" of bare wire on each wire, if not already exposed.
- twist the bare part of those wires together, and even twist the wires themselves around each other -- they should stay twisted together when you let go.
- insert the twisted bare wires into a wire nut and then twist it until the connection is tight. The bare part of the wires should be all the way inside the wire nut; all the exposed wire should still be insulated. You can use electricians tape to tape the wires & wire nut together, if you want to be real sure. But that's not required. And should never be needed -- if it's loose or bare wire is showing, re-do it.
- finally, bend the group of wires so they fit neatly into the wall box, out of the way and secure.
- do the same with the white wires.
- test it, before you put everything back in the wall and screw it down.

2 wires on the switch and 2 wires in the wall I GET THAT, BUT where does the ground wire go. its on the dimmer switch and there is none in the outlet

The ground wire from the dimmer should go to the ground wire (green or bare wire) in the box.

If there isn't one, and it's a metal box, attach it to the box itself (there are generally holes in the box tapped for a grounding screw).

Otherwise, leave it unattached. Put a wire nut over the end to cover the bare wire and just leave it in the box.