Left display, press [UD] 2 times then the [E] for Enter. Then with the arrows < > select the train destination to show on passengers display. I think the coaches lights turn on automatically when the train is not in "out of service". note: I still don't know if there is a most simple procedure to switch on only the lights but without doubt it has a sense. (it has sense for me but not for Siemens software engineers who chosed a different solution to turn on the coaches lights on ICE) Update: So, from the same left display you can press the number "5" two times to turn on the lights. https://forums.dovetailgames.com/threads/ice3-passenger-light.25330/
Button 5 in the MFD main display is Beleuchtung, Lighting. Open that screen and then press 5 again for train lights (The screen does not acknowledge this by turning the squares yellow like it should, but the lights do come on)