Lights are fairly easy but my question is what kind of lights are you looking for? Headlights? Taillights? Lightbar? Ground lighting? Something to keep in mind you're only going to get a little over an hour of run time with the existing battery so it may be worth either adding a second one or running the lights on a different battery. Also any modifications could, and probably will, void your warranty. That being said from what I can tell if you bought one of those Jeeps I think they already come with headlights and taillights though I could be wrong so it really boils down to what kind of lighting are you looking for. If the Jeep doesn't have any existing lighting here's some info.
Here's my son's Raptor with headlights:
https://www.amazon.com/photos/share/WFk ... 8bHucllj20
Here's the links to the parts I ordered:
Lamps - https://www.amazon.com/gp/product/B0173 ... UTF8&psc=1
Sockets - https://www.amazon.com/gp/product/B073W ... UTF8&psc=1
Switch - https://www.amazon.com/gp/product/B072L ... UTF8&psc=1
Taillights - https://www.amazon.com/gp/product/B06Y2 ... UTF8&psc=1
I'm assuming the Jeep you got has a location for both headlights and two spotlights on the front bumper? If so put lights in both. It may require you to take the Jeep apart to a degree as you'll need to remove the front bumper and grill. For mine I removed the headlamp and drilled a hole for the lamp socket right where the lamp should sit.