I think those are running lights and should come on when you're connected to your truck with the truck lights on.
Jim, is correct.
These are running/marker lights and should come on with your truck parking lights.
Check you truck output on the 7 pin first, then your plug connection(spread or bent over pins/sockets) Then open up you 7 pin box and the junction from your plug cable to trailer wiring is inside this seven pin box. Make sure connections are intact and tight, and not corroded for some reason. Ground could be an issue as well, so you need to ensure this circuit is grounded to chassis and in turn back to the 7 pin ground.
As Bozo said they are friction fit into the rubber grommet. The worry is, did Alliance leave you enough slack on the wires to remove and inspect the connections or connect a replacement light if the circuit is powered.