None of this really looks like a 'sheet metal' design, at least in the sense that there are characteristics which would be easier to realize using the Sheet Metal design module rather than traditional modeling. If you're talking about the lamp shade, a simple Developable Surface will allow you to get a flat-pattern layout, and the other parts could be done using just simple Solid modeling tools.
Original post says, "light protection", so I would take protection to mean the shade/cover, which looks to be a rolled cone.
Thank you Mr. Baker,
you said that none of parts on picture looks like it easier for production on a sheet metal way. I thought on a lamp shade and onestly production of that feature for me, is much easier using bending technology, after you get a proper shape using modeling and than flat pattern option, for taking conture line for cutting. So, would like if you will spend your words and time for helping me in future and not for underrating instead. If I take this wrong please sorry...