You need two things to start this project, an Model A wiring diagram, and a good volt meter.
Shot gun approches are never a good way to troubleshoot anything.
Start by studing the digram so you understand it.
Then take your voltmeter, connect one of the test leads to whichever battery post is connected to the frame (you have not stated if you are running positive or negative ground).
Now go to the switch at the bottom of the steering, check for voltage in from the battery side with switch off, if it is present turn the switch so the lights should come on, is the proper voltage still present? On the INPUT side? Make sure you are on the proper terminal by comparing it to the wiring diagram. If no voltage trace THAT wire back and find the problem.
If the voltage is good on the input, with the switch on, check the voltage on the OUTPUT side of the switch wich feeds the lights, look at the wiring diagram to make sure you are on the proper terminal, is the right voltage there? If not you have a switch problem. If voltage is present, follow the wire to the lights looking for cuts, splices.etc. then check the voltage at the socket, is it there? ?.... and so one. If you have voltage all the way to ONE side of the bulb and the buld does not light then you have a burned out buld or a bad ground. To fix a ground issue you start at the battery and make sure you have a good path all the way to the other side of the bulb. That is the only way to troubleshoot an electrical problem.