leds or light emmiting diodes are quite simple. They often work on AC and Dc circuits. For your dolls house example you will best need to buy 2 say 9volt dc leds. These can be obtained from places like Maplin Electronics and are cheap. Each led will have two legs coming from them. The one leg (which is slightly longer) is the (positive side of the LED ). Connect the output from the 9Volt battery POSITIVE to the Negative (short leg ) of the 1st LED, then put a piece of wire from the Positive(longer leg) on the 1st LED to the Negative (or shorter leg ) on the 2nd LED. Next from the 2nd LED positive via a switch , connect a wire back to the NEGATIVE of the 9Volt battery.
hope this is of some help.
you could use LEDS that run on say 4.5 volts instead and wire the same ....in each case you will also need some type of battery holder to connect the wires to and from , any switch will work for such a simple circuit