What, 3 replies and not one of them makes a joke about a blue pill?
Mr. B,
The pinky switch, located on the left throttle, is a three position switch that serves as "master switch" for the external lighting.
Forward = external lights in default configuration.
Center = all external lights off
Aft = external lights as set per panel
The anti-collision light switch is a solenoid operated switch, which means it'll only stay in the on position under certain conditions:
1) Power is supplied to the electrical bus
2) The pinky switch is set aft.
Hopefully you know how to get power going to the jet. If not, that's another discussion. If you don't have a Warthog
HOTAS, you can set the pinky with the keyboard (default binding = ctrl-P for aft, alt-P for forward, and shift-P for center).