Wiring Adventure

I was at Baumax yesterday buying some things. One item I picked up was a plug to attach to a lamp I want to use here. The issue is I can’t figure out how I’m supposed to connect the wires to the plug. The posts that come out of the plug and go into an outlet are solid. There’s no immediately obvious way (to me) to connect the wires to those posts. Images below – click on them for larger.