It depends on the way the lighting kit is designed. Connectors and plugs make it easier to assemble the light kit itself but depending on the kit may make it harder to run the wiring into the model. They also cost more because you're paying for someone else's labor to do all that pre-assembly for you.
Other light kits require a soldering iron because you're assembling it yourself to one degree or another but then you have the freedom to do as much assembly as you can before fishing the wires through the kit, reducing the need to work around the wiring as you proceed with your build. They're also a little more affordable, relatively speaking.
Either way, you usually have to provide your own power source, be it batteries or a power adapter.
See if Radio Shack has any simple project kits you can buy to learn how to solder and make connections. If you can get the hang of soldering, not only will you save money in the long run but you'll expand your modeling skills, maybe even to where you're expanding/modifying lighting kits or someday even designing your own.
Modular
Models Build your fleet
YOUR way. http://www.modular-models.com
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"I know you think you understand what you thought I said, but I'm not sure you realize that what you heard is not what I meant." - Alan Greenspan
____________________________________ "The customer that spends the least complains the most."
I've had a TOS circuit set designed and ready to market since that big KTM fiasco some years ago. It's still DIY and also Made in the USA!. But I don't think they teach electronics and solduring in HS industrial arts anymore.