Try inspecting the fuse box. If all the lights are dead, my bet is a blown fuse. Your user manual should tell you where the box is (my money is on driver's side, either under the dash by the e-brake or on the side of the dash, accessible by opening the driver's side door) as well as what fuses do what. You can buy replacement fuses at many auto parts stores and even some gas stations.
MAKE SURE YOU USE THE RIGHT TYPE OF FUSE! Your user manual will tell you what rating of fuse each circuit needs. Using too high of a rating risks burning out a less accessible part of the circuit. Too small of a rating and the fuse will blow too easily, leaving you without lights or worse.
To quickly check the entire fuse box without having to pull and expect each and every fuse, look in your local autozone, NAPA, Kragen, O'Reilly, etc. for a fuse tester. The one I got came packaged with a multi-pack of fuses that I keep in my glove box for just these sorts of issues.
Aside from that, I'm with oldturkey03. Double check any dash switches or switches on the lights themselves. "Dome Override" may be the keyword you're looking for.