I purchased a GFI with a LOAD switch already built in from the factory. It has the normal GFI test button along with a switch to operate say a light for ex. I have 2 wire plus a ground coming in to the box plus the 2 wires from the light on the wall. I forgot to mention the GFI has 2 external wires built in to from the factory. I wired the white and the black to the switch locations on the back of the GFI and hooked up the ground. I have no clue how to wire the Light and what is it I do with the other 2 wires that switch came with.

Take one or the GFI black wires, and connect it to GFI line in, along with the hot wire.
Now when you turn on switch, other black wire now live, connect to light wire(Hot)
Then connect white from light to white.
Think of the switch as totally Isolated from GFI.
If GFI has Load terminals, Can switch a GFI protected load by hooking load up to GFI load, Load on GFI receptacle, hot, and neutral to that hot ,both need to be Line side or load side.