You can do this a few ways. First is to buy a switch already made for this purpose.
Second would be to take a brushed motor speed control (ESC), connect the lights to the two output wires and connect a battery or the power source the lights will be using to the input wires of the esc. Plug the receiver plug into the receiver,map the port to a switch and set the travel so the esc is full on/full throttle. Lights will come on and turn off with the switch.
Third, if the lights will run off of the receiver voltage then you can take an old servo and turn it into a switch. If you don't have electronics experience there are videos that show how it can be done.