Check the bulbs first. If OK, check for power at the connector which fits on to the bulb. If no power there, the fault lies between the connector and the dip switch. I would then check that the dip switch is providing power to the lights on dip. If it is, you need to work forwards checking connections, etc.
howtomendit.com for free repair help, information and advice.
Try fixfault.com to fix cars.