is this the bed bath and beyond near me that has the wall of lamp parts, or was that a thing from a different store

They have certain lamp parts. Lamp shades, bulbs, locks for top of lamp shade to lock the shade in place. Socket shell for the bulb not sure. If you need the instant lamp kit, the push through lamp socket which has a cord attached, I'm not sure BUT, I do know they sell them at most hardware stores. Webster Square Barrows sells them for $4-$5. If you need a harp they may have, hardware stores carry them. Barrows or Ace Hardware store.

Not certain.