Yes the control board in it controls the lights too. It might have helped if you had posted the model # of your opener, and opened its case to get the part # off the control board.
If you're lucky you might find a working pull (used or salvaged from new old stock) control board on Amazon or eBay (you didn't mention your location either!), but it is doubtful it would be cost effective to get a new control board from the manufacturer if they even stock them anymore.
It might help if you posted good top-down (90' angle) pictures of the control board. Odds are that the relay on it has failed, unless it's something simple like Keith suggested, just burnt out bulbs.
If it's a relay, it might be a common type that is inexpensive to replace if you have soldering skills. There is a small chance the relay is in a socket instead of soldered to the control board, but I doubt it unless the opener is VERY old, and if it is that old, it is probably time to replace the whole thing (whole garage door opener) instead, which you may have to do anyway if you can't solder and can't find a replacement control board.
Writing the above, I assume everything else works, that just the lights don't come on? Is there more than one? In rare cases it might just be the bulb socket contact has oxidized and can be cleaned off with sandpaper/etc.