The lamp requires 3 AA batteries for power.
Your lamp requires 3 AA batteries. That means it operates on 4.5 to 4.8 volt range. So you can have any AC to DC wall regulator which provides 5 volt output and can use it to power the lamp. For precaution you can have one diode in between. One of the cheapest way is to use mobile chargers. Yes, you can use them. If you want to use it to be USB powered , it is almost same thing. You get exactly 5 V DC from USB connector. Identify the + and - ends of 5V and you can use it same way as I have explained above for AC adopter.. If you do not know about USB connectors just google it. If you have any confusion regarding connection, just let me know.
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There are several Instructables on this subject. Use the SEARCH box in the upper right corner to find them. Here is my own, which I'm reference since I'm most familiar with it: https://www.instructables.com/id/Add_an_AC_adapter_to_a_battery_powered_device/.You could do the same thing for USB, just replace the little AC-adapter jack with a USB cable, following the cable's color coding to get the power wires right.