This leg is an exact full scale model of my own leg. The leg and base are made from maple butcher block scraps from previous projects. The lamp shade is welded from scrap lengths of rebar and wrapped in pleather attached using paracord that looks like Carolina's boot laces. The boot is attached using a threaded brass lamp rod through the entire leg with a nut on both ends. There are also a couple of screws into the toe of the boot/foot.
By the way, if you're not super crafty like Mr. Jackman and want a leg lamp for your very own, the A Christmas Story House & Museum in Cleveland, Ohio has full-sized replicas of the original for sale. The downside? It won't be shaped like your own leg.