You might want to try an internet search if you are looking for more of a how to. This is how I think it is done and may help you, but this might not work, because I am doing it all from memory. Basically, just trying to help you.
First, you need metal wheelsets for the car if it doesn't have any. Metal axles too, would be helpful. Metal wheels are insulated on one side w/ plastic in the middle of one wheel (so it doesn't short out the track). You need to face the wheelsets on one truck so the insulated side is on the right, and on the other truck face the insulated side the opposite . This is to complete the circuit. Also, your car must be (i hope) plastic bodied, to insulate the trucks from each other.
Now, you need wipers (little pieces of copper, usually) to install so they rub on the axles (or wheels) to pick up the power. I have seen them made of sheet copper or also I have seen someone use the insert of a kadee coupler (bent to fit). The wiper needs to touch one or more axles and then probably attach to the (plastic or isolated) truck. Then, you need to attach a wire to this wiper to run up into the car, or use a washer and the screw that holds the truck on to route the power into the car. Then attach a wire to the truck bolt (or your wire from the wipers) to one or more light bulbs , then attach the other lead of the lightbulb to the other truck of the car (If more than one bulb you can do series or parallel, I guess). If the light is to bright use resistors to drop the voltage. You could use LED's too, i guess. Viola, lighting.
It really sounds more complicated than it is. Most likely all you will need is some light bulbs, and maybe some copper. I hope i helped a little.