This legislation restricts the use of harmful materials in electrical and electronic equipment where there is a safer alternative. So, for example, it has prohibited the use of lead solder in favour of lead free solder.
It places an upper limit on the amount of a harmful substance in a product, e.g. for lead the limit is 0.1%, so if a lamp weighed 1kg it could have up to 1g of lead in it.
The current limits are:
Hexavalent chromium 0.1% (this is the chromium that produces bright red/yellow glazes, and is also used in processing leather, not the trivalent chromium producing green glazes)
plus a number of plastics.
Any components that you buy that are sold in the UK or the EU will be RoHS compliant, and of course any restricted chemicals they contain will be diluted by being incorporated into the lamp, with its greater weight.
The only risk is if you use any materials containing these substances in your lamp making, so for example you could not make a lead lamp base, or add significant lead weights to lower its centre of gravity to improve stability.
You are required to provide a Declaration of Conformity, saying a specific product complies with the RoHS regulations, and to create a document showing how you have assessed this. This has to be kept for 10 years after the product has been on the market.
There is no RoHS symbol required to be displayed on the product - use of the CE/UKCA symbol requires conformance with RoHS.
UK RoHS requirements: https://www.gov.uk/guidance/rohs-compliance-and-guidance
UK RoHS legislation: The Restriction of the Use of Certain Hazardous Substances in Electrical and Electronic Equipment Regulations 2012 https://www.legislation.gov.uk/uksi/2012/3032/contents/made
Guidance on complying with RoHS: https://environment.ec.europa.eu/topics/waste-and-recycling/rohs-directive_en
RoHS legislation - see Annex II for the current list of controlled substances https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX%3A02011L0065-20221001