There are lots of questions and answers about lighting LEDs on the site.
Lighting an LED in the hardware world is comparable to printing "Hello World" in the software world (a first beginner project). As such, you should definitely check out some tutorials and other questions first that may clear up some of your confusion.
To more directly answer your questions:
...please tell me if I have bought the right material...
For a costume or "wearable" light, keeping things small and lightweight are usually of utmost importance. A couple of coin cell batteries like the LR44s you have is definitely in keeping to that principle, however they are really designed to power things like watches, hearing aids, and other low-power devices. Since you mentioned "pendant," I assume you want the batteries to be extremely small and housed in the pendant along with the LED.
The LED you've selected appears to be a high-brightness (and high-power) one, which will be far too demanding of the batteries you've selected. So you have an engineering decision to make:
Do you want ridiculous brightness for a wearable that really shines? You'll have to increase your power supply (bigger batteries!) and probably have to run some small wires from somewhere on the person to the pendant. You may also have to consider how hot the LED will get over time and ensure that it doesn't fail from too much heat or even burn the person wearing the pendant.
Do you want the batteries you've chosen to power an LED for a reasonable duration? You'll have to decrease your LED power demands (smaller LED!) and settle for less brightness. But not to worry, you can get quite a bit of brightness from very small, less power-hungry LEDs. For your purposes, consider something like the Adafruit LED "sequins", which are surface-mount LEDs on a tiny PCB that is aimed at making wearable electronics.
Once you've made this decision, you can then fine-tune some things. With a given LED, you can control its brightness by changing the current through it. The easiest way to do that is with a current-limiting resistor (see above list of questions). More current will mean a brighter LED, but also drain the battery faster. Less current will mean less light, but give you longer running time. You'll have to figure out for whatever LED you choose how bright you want it for your requirements of brightness and battery life.
What kind of micro battery cell holder do I need for the two cells?
Electronics vendors sell "battery holders" which can be used to connect cells together and/or attach them to a circuit board, etc. Your cells are LR44 which have a diameter of 11.6 mm. Searching two popular US distributors, Mouser and Digikey, you will discover that most holders for this size of cell are designed only for one cell. There is, for example, a Keystone 501 holder that holds two 12 mm cells, but you would need to use BR1212, CR1216, CL1220, or CR1225 cells.
You will need to do your own research to find specific parts. Manufacturers come and go, parts get discontinued or new parts come into existence, so asking on this site for specific recommendations for parts is off-topic. However, you are more than welcome to ask about a specific part in how to connect or use it, and whether your circuit will operate as expected.