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How do people get the lights to look "shiny."

A coat of gloss varnish/future floor wax, if you want a polished effect.
Skilled painters may opt for an osl on the lights, without 'polishing' it.

Couple of different way to get the look.

You can use a gloss or varnish coat on it.
OSL is an option if you think you can manage it.

Or this.

Cool! Thanks for you help guys, im new to this game and have 0 skill with painting, but I think that I can do this. At first I thought that people used some kind of sticker.