If it is yellow colored it is probably brass or plated with brass
If it is a dull silver, it is probably white metal, which is mostly zinc and makes detailed castings that are relatively low cost and moderate weight.
If you could free up the sculpture so you were not damaging the lamp parts, you could measure its volume by immersing it in a bucket full of water (on a string) so the water overflows - either capturing the water in a bigger tray and measuring or measuring cups of water to refill the container to total to the volume. Then a careful weighing will allow calculating the density which you can compare to brass, zinc, iron, aluminum, etc.
You may have to scratch in an obscure place. Depending on how it is built and or plated, a jeweler may be able to do a conductivity test and tell you.
