Yep, like nuklhed said:
1) red anti-smash,
2) nav/position lights, red on the port wing, green starboard, and white on the tail and/or the wings,
3) white strobes, typically on the wingtips and tail,
4) landing lights.
Anti-smash is typically on from start-up to shutdown. In the air, they are mostly useful at night, just being one additional light source to help you see a plane in the dark. On the ground, it's a way to communicate to people that that aircraft has started/is about to start its engine(s) and there will be spinning props/jet engines in operation.
Nav/Pos lights are usually only used at night. They don't help much in the daytime.
Strobes are typically turned on right before takeoff and remain on until landing - day or night.
Landing lights are turned on prior to takeoff and secured after landing. Depending on the aircraft, some require you to turn them off to avoid overheating things in the wheel well after gear retraction. Most aircraft have some type of cutoff switch which breaks the circuit to the gear lights when up and locked. Other aircraft may have landing lights in the wings.
Taxi lights may be used on some aircraft as a lower intensity (to the landing light) light source to taxi at night.
Naval aircraft have a set near the nose gear that has 3 small lights (from top to bottom: green, amber, red) which correspond with the AoA indexers in the cockpit. This provides the LSOs with an easy way of telling whether the pilot is flying on-speed, fast, or slow.
As has been said, aircraft, military or civilian, generally follow the same aviation rules in regards to when lights need to be on. Usually, military rules are more stringent than civilian general aviation. Lights would only be out at night on military aircraft under special circumstances and in special airspace to avoid/minimize the potential for a collision, or in combat when looking like a Christmas tree would call the wrong kind of attention.
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