Hi Jim
unless your lamp is going to be particularly tall you probably don't need a spindle support. You will need a long drill to get the cable through. You will also need to consider your design, when cutting a 1 piece, I like to cut a fairly large mortice into the base to allow room for the cable to enter and make a 90° turn to run up the stem, this makes an ideal mounting point for some pin jaws which gives a good strong connection to the chuck. If making a 2 or more piece, then cable direction change can happen in
the base and I would still aim to hollow out the base enough for the cable to turn neatly but leave enough thickness both to provide good weight to the base, but also room to make a mortice in the top to match a tenon on the spindle.
final tip, drill your cable entry hole with a slight upward angle this makes the cable drop quickly onto the table.
If you do want to make a spindle support I recommend this video link
https://www.youtube.com/watch?v=_GMXRTzMHnQ If you need a long drill then I recommend you watch this one
https://youtu.be/bJ_bvO6WQ4E have fun.