You showed how to position spotlights where the car headlights would be...is there a way to actually assign the light to the car object so that when I move the car in game, the headlights moves with it?
Yes you can. Click on the lights in the hierarchy and drag them on top of the car (also within the hierarchy) and it'll add it as a child object. Follow this same process for adding the lights to more child objects of the car such as light meshes.
