A circuit is essentially a closed path which electrons flow along. A basic circuit needs to contain a power source (usually a battery), wires, and a resistor (often a light bulb). In a circuit, electrons flow from the battery down the wires and into the light bulb. When the bulb receives enough of the electrons, it will light up.
When choosing your light bulb, make sure you pick one which will work alongside the power level of your battery. You can make it really easy by using a battery snap with the wires pre attached.
Link up the battery to the wires and then to the bulb. If there are any breaks in the circuit, your bulb will not light up. It is important to make sure your wires are properly connected to the battery pack!