Yeah the profiles are pretty easy, you set them up in the configuration area of your peripheals area. I have about 13 of them setup total. Basically the only repeating one is the bravo as that will have the different setups for each aircraft. The rudder pedals if using them and the yoke will be global between all profiles pretty much.
Yeah the lights should be coming on and staying on. It should be loaded each time you fire up the sim. There is a exe.xml script that runs that enables them. Currently its starting up the Honeycomb lights, my realsimgear hardware and simconnect for my charts on my tablet.