To turn on front light and rear tail lights you need to press menu button 2 times very quickly. 

You will hear a beep noise as the lights engage.

If not done quick enough you will change speed setting of the scooter. Make sure to do two quick taps of the menu button to engage your front head light.

Using your lights does not have a negative effect on your battery life. The head/taillight LEDs use a very little amount of energy while in use.