I bought a stain glass lamp shade but it does not have a metal cap.

If you have a store in your area that specializes in lamps, lighting, etc they would be able to advise... You can purchase 'crowns' but i don't have a clue what they are really called!

Any good lamp store will have replacement parts that will work. Take the lamp and the shade with you so there is no "guessing" as to whether a part will work or not.

Finials. Have a treasure hunt looking for one that compliments the base and shade.

Sometimes you can find good deals in thrift stores. I donate parts when I can. I have found microwave turntables, coffeemaker carafes, and other parts that I couldn't find or that cost more than the whole object in a regular store.

Also research Amazon

Is it a threaded bolt? I purchased some finial caps on Amazon. Ebay might have vintage finials -depends on what type of locking cap that you are looking for.

Go to a local stained glass store and ask them to help you retro fit a top for the lamp shade... it will need to be soldered into the structure.... and if you don't know how.... they can teach you.

Most Hardware stores such as Home Depot and Lowes carry them. Make sure you measure the width and depth of the post before shopping

My link to didn't post with my response: Here it is

Finials for Tiffany lamps are a bit different, they are more a metal perforated disk with a small ornamentation at the top so as to not detract from the beauty of the glass work..... my grandma has lots of these lamps.... https://www.google.com/search?q=pictures+of+tiffany+lamp+finials&client=opera&hs=Dgy&tbm=isch&tbo=u&source=univ&sa=X&ved=0ahUKEwj8iKmo18zZAhXl6YMKHZDvBlMQ7AkIowE&biw=1326&bih=631

You can buy replacement finials.