You can install a wall sconce yourself in certain situations, but it depends on what you are starting with.
If you are replacing an existing sconce and there is already a properly installed electrical box in the wall, the job can be manageable. After turning off the breaker and confirming that the power is off with a tester, you remove the old fixture, connect the wires on the new sconce, attach the mounting bracket, and secure the backplate. For someone comfortable with basic electrical work, this is a reasonable project.
The situation changes if there is no wiring where you want the light. Adding a new sconce means cutting into drywall, running cable, installing a new box, and making sure everything meets code. That is usually a task for a licensed electrician.
Weight and stability matter too. The electrical box needs to be securely attached to framing, especially if the fixture is heavier than average. A sconce should sit flush against the wall without wobbling.
If you are unsure about the wiring, the box, or local code requirements, calling a professional is often worth it. Simple replacements can be DIY friendly. New installations or complicated conditions are better handled by someone experienced.